+198.1%
GDX vs BX
+910.6%
-712.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | +4.0% | -2.0% | +5.9% | +4.3% |
| 30D | +9.5% | -2.3% | +11.8% | +9.9% |
| 3M | +25.1% | +18.5% | +6.6% | +21.8% |
| 6M | -2.9% | +23.7% | -26.7% | -6.3% |
| YTD | +14.7% | -10.4% | +25.1% | +16.1% |
| 1Y | +47.4% | -19.6% | +67.0% | +51.5% |
| 3Y | +259.7% | +30.8% | +228.9% | +237.6% |
| 5Y | +227.7% | +24.3% | +203.3% | +201.5% |
| 10Y | +289.0% | +679.5% | -390.5% | +161.3% |
| All | +198.1% | +910.6% | -712.5% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling