+211.5%
GDX vs BSX
+123.2%
+88.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | +0.3% |
| 7D | +4.0% | -6.4% | +10.4% | +5.3% |
| 30D | +9.5% | -8.8% | +18.3% | +11.4% |
| 3M | +25.1% | -7.6% | +32.7% | +26.7% |
| 6M | -2.9% | -37.0% | +34.0% | +5.7% |
| YTD | +14.7% | -52.8% | +67.6% | +31.9% |
| 1Y | +47.4% | -58.4% | +105.8% | +73.8% |
| 3Y | +259.7% | -16.5% | +276.2% | +264.7% |
| 5Y | +227.7% | -1.2% | +228.8% | +218.8% |
| 10Y | +289.0% | +83.7% | +205.2% | +218.6% |
| All | +211.5% | +123.2% | +88.3% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling