+226.7%
GDX vs BX
+14.6%
+212.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.6% | -2.9% |
| 7D | -5.4% | -8.9% | +3.5% | -3.6% |
| 30D | +6.6% | -14.8% | +21.3% | +9.9% |
| 3M | +30.1% | +6.9% | +23.2% | +28.5% |
| 6M | -7.1% | +16.3% | -23.4% | -9.7% |
| YTD | +12.0% | -16.1% | +28.0% | +14.7% |
| 1Y | +41.2% | -26.8% | +68.0% | +47.9% |
| 3Y | +251.0% | +22.4% | +228.5% | +226.8% |
| 5Y | +226.7% | +16.0% | +210.7% | +186.2% |
| All | +226.7% | +14.6% | +212.2% | +186.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling