+233.6%
GDX vs BP
+141.6%
+92.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.7% |
| 7D | +1.9% | +4.0% | -2.1% | +0.9% |
| 30D | +9.9% | +7.8% | +2.1% | +7.8% |
| 3M | +28.2% | +8.4% | +19.8% | +25.1% |
| 6M | -2.9% | +15.1% | -18.0% | -8.2% |
| YTD | +16.0% | +36.4% | -20.4% | +3.8% |
| 1Y | +49.9% | +40.9% | +9.0% | +32.3% |
| 3Y | +263.6% | +38.8% | +224.7% | +218.4% |
| 5Y | +233.6% | +141.1% | +92.5% | +147.0% |
| All | +233.6% | +141.6% | +92.0% | +147.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling