+243.4%
GDX vs BWA
+65.3%
+178.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.4% | -1.0% | +2.7% |
| 7D | +15.6% | -0.6% | +16.2% | +15.6% |
| 30D | +2.4% | -16.1% | +18.5% | +8.2% |
| 3M | +1.7% | -24.6% | +26.4% | +10.8% |
| 6M | -3.3% | -15.7% | +12.4% | +2.4% |
| YTD | +6.6% | +15.1% | -8.4% | +4.1% |
| 1Y | +27.0% | +15.9% | +11.1% | +23.7% |
| 3Y | +243.4% | +67.1% | +176.3% | +209.9% |
| All | +243.4% | +65.3% | +178.0% | +209.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling