+189.5%
GDX vs BWA
+339.1%
-149.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.4% | -1.0% | +3.2% |
| 7D | +15.6% | -0.6% | +16.2% | +15.6% |
| 30D | +2.4% | -16.1% | +18.5% | +6.6% |
| 3M | +1.7% | -24.6% | +26.4% | +8.2% |
| 6M | -3.3% | -15.7% | +12.4% | +0.5% |
| YTD | +6.6% | +15.1% | -8.4% | +3.1% |
| 1Y | +27.0% | +15.9% | +11.1% | +22.5% |
| 3Y | +243.4% | +67.1% | +176.3% | +201.7% |
| 5Y | +194.2% | +34.7% | +159.5% | +164.3% |
| 10Y | +310.1% | +99.5% | +210.6% | +209.2% |
| All | +189.5% | +339.1% | -149.6% | +37.9% |
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 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