+140.0%
GDX vs BR
+1,481.8%
-1,341.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.4% |
| 7D | -6.8% | +1.1% | -7.9% | -7.0% |
| 30D | -2.1% | +14.4% | -16.5% | -5.4% |
| 3M | -7.5% | +12.4% | -19.9% | -10.3% |
| 6M | -15.2% | +35.4% | -50.6% | -22.0% |
| YTD | -4.8% | -12.2% | +7.4% | -2.7% |
| 1Y | +6.7% | -12.7% | +19.5% | +9.3% |
| 3Y | +212.7% | +14.3% | +198.5% | +195.1% |
| 5Y | +151.7% | +19.3% | +132.4% | +132.0% |
| 10Y | +330.3% | +278.1% | +52.2% | +172.9% |
| All | +140.0% | +1,481.8% | -1,341.9% | -19.3% |
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