-1.8%
BA vs GDXJ
+298.7%
-300.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.3% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | -11.6% | +17.9% | -29.5% | -15.0% |
| 3M | -2.4% | +15.3% | -17.7% | -6.1% |
| 6M | -6.6% | -9.4% | +2.8% | -6.7% |
| YTD | -2.2% | +13.4% | -15.6% | -7.0% |
| 1Y | -8.0% | +59.7% | -67.7% | -19.2% |
| All | -1.8% | +298.7% | -300.5% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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