+150.7%
GDX vs IBB
+39.3%
+111.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -6.8% | -0.5% | -6.3% | -6.4% |
| 30D | -2.1% | +4.6% | -6.7% | -4.5% |
| 3M | -7.5% | +6.8% | -14.3% | -10.7% |
| 6M | -15.2% | +23.1% | -38.3% | -23.8% |
| YTD | -4.8% | +26.0% | -30.8% | -15.2% |
| 1Y | +6.7% | +30.4% | -23.6% | -6.3% |
| 3Y | +212.7% | +85.4% | +127.3% | +133.4% |
| All | +150.7% | +39.3% | +111.4% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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