+310.1%
GDX vs BUD
-8.7%
+318.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +4.1% |
| 7D | +15.6% | +1.3% | +14.2% | +15.2% |
| 30D | +2.4% | +10.0% | -7.6% | +0.2% |
| 3M | +1.7% | +1.6% | +0.2% | +1.2% |
| 6M | -3.3% | +6.5% | -9.8% | -5.1% |
| YTD | +6.6% | +34.8% | -28.2% | -0.7% |
| 1Y | +27.0% | +36.5% | -9.5% | +17.9% |
| 3Y | +243.4% | +49.0% | +194.4% | +212.0% |
| 5Y | +194.2% | +51.7% | +142.5% | +163.0% |
| 10Y | +310.1% | -7.5% | +317.7% | +284.7% |
| All | +310.1% | -8.7% | +318.9% | +284.7% |
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