+191.0%
GDX vs BUD
+201.1%
-10.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -0.4% | +0.3% | -0.7% | -0.4% |
| 30D | +18.6% | -5.7% | +24.3% | +20.3% |
| 3M | +14.9% | +3.1% | +11.8% | +13.7% |
| 6M | -6.3% | +7.9% | -14.1% | -8.3% |
| YTD | +15.7% | +27.3% | -11.6% | +8.7% |
| 1Y | +54.8% | +37.8% | +17.0% | +42.4% |
| 3Y | +253.4% | +49.8% | +203.6% | +217.4% |
| 5Y | +219.7% | +43.8% | +175.8% | +186.1% |
| 10Y | +300.2% | -22.6% | +322.8% | +307.0% |
| All | +191.0% | +201.1% | -10.1% | +65.0% |
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