+291.6%
GDX vs BWA
+153.1%
+138.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.1% | -3.6% |
| 7D | -5.4% | -0.1% | -5.3% | -5.4% |
| 30D | +6.6% | -5.5% | +12.0% | +7.4% |
| 3M | +30.1% | -7.6% | +37.7% | +31.7% |
| 6M | -7.1% | +25.0% | -32.1% | -9.8% |
| YTD | +12.0% | +47.0% | -35.0% | +6.1% |
| 1Y | +41.2% | +54.0% | -12.8% | +33.1% |
| 3Y | +251.0% | +70.7% | +180.3% | +222.9% |
| 5Y | +226.7% | +86.7% | +140.1% | +193.8% |
| All | +291.6% | +153.1% | +138.5% | +251.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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