+24.8%
GDX vs BR
-14.2%
+39.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.0% | +6.0% | +9.4% |
| 7D | +0.8% | +7.0% | -6.2% | +1.8% |
| 30D | -3.2% | +19.0% | -22.2% | -0.6% |
| 3M | +8.6% | +13.1% | -4.5% | +11.1% |
| 6M | -1.2% | +24.6% | -25.9% | +3.8% |
| YTD | -1.4% | -13.6% | +12.2% | -2.3% |
| 1Y | +24.8% | -13.1% | +37.9% | +27.6% |
| All | +24.8% | -14.2% | +39.0% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling