+214.2%
GDX vs BP
+81.8%
+132.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | -0.4% | +3.9% | -4.3% | -2.1% |
| 30D | +18.6% | +7.6% | +11.0% | +14.9% |
| 3M | +14.9% | +0.7% | +14.2% | +13.6% |
| 6M | -6.3% | +15.5% | -21.7% | -13.7% |
| YTD | +15.7% | +30.8% | -15.1% | +1.1% |
| 1Y | +54.8% | +34.3% | +20.5% | +33.1% |
| 3Y | +253.4% | +35.1% | +218.4% | +197.7% |
| 5Y | +219.7% | +126.8% | +92.8% | +108.0% |
| 10Y | +300.2% | +123.4% | +176.9% | +126.5% |
| All | +214.2% | +81.8% | +132.3% | +89.8% |
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