+319.2%
GDX vs BWA
+95.2%
+224.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -5.1% |
| 7D | +11.5% | -2.4% | +13.9% | +11.9% |
| 30D | -3.1% | -17.7% | +14.6% | +0.1% |
| 3M | -4.4% | -27.0% | +22.6% | +0.7% |
| 6M | -8.6% | -17.3% | +8.7% | -5.4% |
| YTD | +0.8% | +12.9% | -12.0% | -0.3% |
| 1Y | +14.7% | +12.9% | +1.8% | +13.3% |
| 3Y | +228.8% | +62.1% | +166.7% | +208.3% |
| 5Y | +173.4% | +30.7% | +142.7% | +157.7% |
| 10Y | +319.2% | +89.2% | +230.1% | +265.3% |
| All | +319.2% | +95.2% | +224.0% | +265.3% |
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