+40.2%
GDX vs BX
-25.1%
+65.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.4% |
| 7D | -2.2% | -5.6% | +3.4% | -0.6% |
| 30D | +6.8% | -12.2% | +19.0% | +10.6% |
| 3M | +24.9% | +7.4% | +17.5% | +22.4% |
| 6M | -4.2% | +22.2% | -26.4% | -7.1% |
| YTD | +13.2% | -14.0% | +27.2% | +13.1% |
| 1Y | +40.2% | -27.3% | +67.5% | +40.7% |
| All | +40.2% | -25.1% | +65.3% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling