+185.4%
GDX vs BUD
+48.8%
+136.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.6% | +2.7% |
| 7D | +13.6% | +4.5% | +9.2% | +12.0% |
| 30D | +2.5% | +12.5% | -10.0% | -1.8% |
| 3M | +4.4% | 0.0% | +4.4% | +4.1% |
| 6M | -5.2% | +3.8% | -9.0% | -7.2% |
| YTD | +2.1% | +33.1% | -30.9% | -8.9% |
| 1Y | +24.7% | +35.5% | -10.8% | +10.4% |
| 3Y | +211.3% | +49.4% | +161.9% | +164.3% |
| All | +185.4% | +48.8% | +136.6% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling