+177.3%
GDX vs BP
+84.8%
+92.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | +13.6% | -11.6% | +25.3% | +18.9% |
| 30D | +2.5% | 0.0% | +2.5% | +1.8% |
| 3M | +4.4% | +6.7% | -2.4% | +0.6% |
| 6M | -5.2% | +2.2% | -7.4% | -7.9% |
| YTD | +2.1% | +33.0% | -30.8% | -12.2% |
| 1Y | +24.7% | +30.7% | -6.0% | +7.8% |
| 3Y | +211.3% | +44.2% | +167.1% | +153.4% |
| 5Y | +186.7% | +105.1% | +81.5% | +93.8% |
| 10Y | +285.3% | +133.5% | +151.8% | +111.5% |
| All | +177.3% | +84.8% | +92.4% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling