+191.8%
GDX vs BR
+1,321.0%
-1,129.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.3% |
| 7D | -0.4% | -5.3% | +4.9% | +1.0% |
| 30D | +18.6% | +6.4% | +12.2% | +16.8% |
| 3M | +14.9% | +13.6% | +1.2% | +10.8% |
| 6M | -6.3% | -6.7% | +0.5% | -5.2% |
| YTD | +15.7% | -21.1% | +36.8% | +21.8% |
| 1Y | +54.8% | -29.6% | +84.4% | +67.9% |
| 3Y | +253.4% | -2.4% | +255.8% | +247.8% |
| 5Y | +219.7% | +11.2% | +208.4% | +200.1% |
| 10Y | +300.2% | +191.8% | +108.4% | +173.8% |
| All | +191.8% | +1,321.0% | -1,129.2% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling