+156.8%
GDX vs BUD
+214.6%
-57.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.6% | +2.5% |
| 7D | +13.6% | +4.5% | +9.2% | +12.5% |
| 30D | +2.5% | +12.5% | -10.0% | -0.5% |
| 3M | +4.4% | 0.0% | +4.4% | +4.2% |
| 6M | -5.2% | +3.8% | -9.0% | -6.6% |
| YTD | +2.1% | +33.1% | -30.9% | -5.3% |
| 1Y | +24.7% | +35.5% | -10.8% | +15.1% |
| 3Y | +211.3% | +49.4% | +161.9% | +179.3% |
| 5Y | +186.7% | +48.0% | +138.6% | +154.6% |
| 10Y | +285.3% | -8.6% | +293.9% | +273.2% |
| All | +156.8% | +214.6% | -57.8% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling