+263.6%
GDX vs BP
+33.3%
+230.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -0.4% | +3.9% | -4.3% | -1.1% |
| 30D | +18.6% | +7.6% | +11.0% | +17.0% |
| 3M | +14.9% | +0.7% | +14.2% | +14.5% |
| 6M | -6.3% | +15.5% | -21.7% | -11.8% |
| YTD | +15.7% | +30.8% | -15.1% | +4.6% |
| 1Y | +54.8% | +34.3% | +20.5% | +38.2% |
| All | +263.6% | +33.3% | +230.2% | +222.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling