+326.3%
GDX vs BWA
+94.2%
+232.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -6.8% | +4.3% | -11.1% | -7.4% |
| 30D | -2.1% | -13.0% | +10.9% | +0.2% |
| 3M | -7.5% | -24.8% | +17.3% | -3.1% |
| 6M | -15.2% | -23.5% | +8.4% | -11.3% |
| YTD | -4.8% | +13.8% | -18.7% | -6.0% |
| 1Y | +6.7% | +13.4% | -6.7% | +5.4% |
| 3Y | +212.7% | +62.8% | +150.0% | +193.3% |
| 5Y | +151.7% | +28.5% | +123.2% | +137.6% |
| All | +326.3% | +94.2% | +232.0% | +293.1% |
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