+258.1%
GDX vs BX
+25.6%
+232.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.7% | +1.9% |
| 7D | +1.9% | -5.7% | +7.5% | +3.2% |
| 30D | +9.9% | -8.9% | +18.8% | +12.1% |
| 3M | +28.2% | +8.4% | +19.8% | +26.0% |
| 6M | -2.9% | +18.9% | -21.8% | -6.1% |
| YTD | +16.0% | -13.6% | +29.6% | +18.0% |
| 1Y | +49.9% | -22.4% | +72.3% | +55.0% |
| All | +258.1% | +25.6% | +232.5% | +217.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling