+40.2%
GDX vs BSX
-59.2%
+99.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -2.2% | -10.1% | +7.9% | -1.6% |
| 30D | +6.8% | -16.4% | +23.2% | +7.9% |
| 3M | +24.9% | -8.9% | +33.8% | +25.9% |
| 6M | -4.2% | -38.3% | +34.1% | -1.9% |
| YTD | +13.2% | -54.9% | +68.1% | +17.3% |
| 1Y | +40.2% | -58.8% | +99.0% | +45.2% |
| All | +40.2% | -59.2% | +99.4% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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