+258.1%
GDX vs BR
-5.1%
+263.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +1.9% | -5.0% | +6.9% | +2.3% |
| 30D | +9.9% | -2.5% | +12.4% | +10.2% |
| 3M | +28.2% | +13.5% | +14.7% | +27.2% |
| 6M | -2.9% | -9.4% | +6.5% | -0.6% |
| YTD | +16.0% | -23.3% | +39.3% | +23.4% |
| 1Y | +49.9% | -31.6% | +81.5% | +65.4% |
| All | +258.1% | -5.1% | +263.2% | +268.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling