+289.0%
GDX vs BUD
-23.5%
+312.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +4.0% | +0.8% | +3.2% | +3.8% |
| 30D | +9.5% | -4.8% | +14.3% | +10.6% |
| 3M | +25.1% | +1.4% | +23.7% | +24.5% |
| 6M | -2.9% | +9.9% | -12.8% | -5.3% |
| YTD | +14.7% | +26.3% | -11.6% | +8.5% |
| 1Y | +47.4% | +36.1% | +11.3% | +37.0% |
| 3Y | +259.7% | +48.6% | +211.1% | +227.8% |
| 5Y | +227.7% | +45.0% | +182.7% | +196.3% |
| 10Y | +289.0% | -23.1% | +312.1% | +306.2% |
| All | +289.0% | -23.5% | +312.5% | +306.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling