+226.7%
GDX vs BSX
-5.1%
+231.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.7% | -2.5% |
| 7D | -5.4% | -8.2% | +2.8% | -3.5% |
| 30D | +6.6% | -15.8% | +22.4% | +10.7% |
| 3M | +30.1% | -10.8% | +40.9% | +33.1% |
| 6M | -7.1% | -38.4% | +31.3% | +3.9% |
| YTD | +12.0% | -54.8% | +66.8% | +35.8% |
| 1Y | +41.2% | -59.0% | +100.3% | +76.9% |
| 3Y | +251.0% | -20.0% | +271.0% | +241.8% |
| 5Y | +226.7% | -3.1% | +229.8% | +183.3% |
| All | +226.7% | -5.1% | +231.8% | +183.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling