+200.7%
GDX vs BX
+927.0%
-726.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -0.4% | -4.4% | +4.0% | +0.3% |
| 30D | +18.6% | +0.1% | +18.5% | +18.6% |
| 3M | +14.9% | +16.0% | -1.1% | +12.2% |
| 6M | -6.3% | +21.6% | -27.9% | -9.3% |
| YTD | +15.7% | -8.9% | +24.6% | +16.8% |
| 1Y | +54.8% | -16.6% | +71.5% | +58.2% |
| 3Y | +253.4% | +43.3% | +210.1% | +227.0% |
| 5Y | +219.7% | +25.7% | +194.0% | +193.7% |
| 10Y | +300.2% | +689.5% | -389.3% | +168.3% |
| All | +200.7% | +927.0% | -726.3% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling