+245.7%
GDX vs BSX
-20.3%
+266.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.7% | -2.8% |
| 7D | -5.4% | -8.2% | +2.8% | -4.1% |
| 30D | +6.6% | -15.8% | +22.4% | +9.4% |
| 3M | +30.1% | -10.8% | +40.9% | +32.3% |
| 6M | -7.1% | -38.4% | +31.3% | +0.5% |
| YTD | +12.0% | -54.8% | +66.8% | +28.5% |
| 1Y | +41.2% | -59.0% | +100.3% | +66.8% |
| All | +245.7% | -20.3% | +266.0% | +246.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling