+189.5%
GDX vs BP
+85.1%
+104.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | +15.6% | -6.9% | +22.4% | +18.6% |
| 30D | +2.4% | -3.6% | +6.0% | +3.3% |
| 3M | +1.7% | +8.4% | -6.7% | -2.5% |
| 6M | -3.3% | +5.3% | -8.6% | -7.2% |
| YTD | +6.6% | +33.2% | -26.5% | -8.3% |
| 1Y | +27.0% | +28.2% | -1.2% | +10.7% |
| 3Y | +243.4% | +49.2% | +194.1% | +175.4% |
| 5Y | +194.2% | +102.9% | +91.3% | +99.8% |
| 10Y | +310.1% | +127.7% | +182.5% | +128.6% |
| All | +189.5% | +85.1% | +104.4% | +72.1% |
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 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