+214.2%
GDX vs IBB
+830.8%
-616.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -0.4% | +1.4% | -1.8% | -0.9% |
| 30D | +18.6% | +10.5% | +8.1% | +14.5% |
| 3M | +14.9% | +23.6% | -8.8% | +6.5% |
| 6M | -6.3% | +22.6% | -28.9% | -12.7% |
| YTD | +15.7% | +25.7% | -9.9% | +7.0% |
| 1Y | +54.8% | +51.4% | +3.5% | +34.1% |
| 3Y | +253.4% | +64.4% | +189.1% | +195.6% |
| 5Y | +219.7% | +22.1% | +197.5% | +191.9% |
| 10Y | +300.2% | +132.5% | +167.7% | +182.3% |
| All | +214.2% | +830.8% | -616.6% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling