+214.2%
GDX vs BWA
+476.5%
-262.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.8% |
| 7D | -0.4% | +5.7% | -6.1% | -1.6% |
| 30D | +18.6% | +1.4% | +17.2% | +18.2% |
| 3M | +14.9% | -12.1% | +27.0% | +18.3% |
| 6M | -6.3% | +28.6% | -34.8% | -11.1% |
| YTD | +15.7% | +51.1% | -35.4% | +5.3% |
| 1Y | +54.8% | +55.9% | -1.0% | +39.9% |
| 3Y | +253.4% | +70.1% | +183.3% | +207.7% |
| 5Y | +219.7% | +90.7% | +129.0% | +165.5% |
| 10Y | +300.2% | +154.0% | +146.2% | +185.8% |
| All | +214.2% | +476.5% | -262.3% | +40.9% |
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