+169.7%
GDX vs BWA
+337.5%
-167.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.8% |
| 7D | +0.7% | +1.7% | -1.0% | +0.3% |
| 30D | -3.8% | -14.6% | +10.9% | -0.3% |
| 3M | -5.4% | -26.2% | +20.8% | +1.1% |
| 6M | -12.7% | -18.4% | +5.7% | -8.6% |
| YTD | -0.7% | +14.7% | -15.3% | -3.9% |
| 1Y | +11.9% | +13.3% | -1.5% | +8.5% |
| 3Y | +223.9% | +64.7% | +159.2% | +185.5% |
| 5Y | +163.2% | +32.2% | +131.0% | +137.4% |
| 10Y | +349.2% | +96.8% | +252.4% | +240.0% |
| All | +169.7% | +337.5% | -167.8% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling