-10.8%
BA vs GDXJ
+254.6%
-265.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -1.6% |
| 7D | -1.7% | +16.4% | -18.1% | -4.8% |
| 30D | -9.5% | -1.2% | -8.3% | -9.5% |
| 3M | -26.5% | -3.9% | -22.6% | -26.4% |
| 6M | -27.4% | -10.2% | -17.2% | -26.9% |
| YTD | -20.6% | -0.6% | -20.0% | -22.7% |
| 1Y | -11.4% | +24.3% | -35.8% | -17.8% |
| 3Y | -10.8% | +257.4% | -268.2% | -32.8% |
| All | -10.8% | +254.6% | -265.5% | -32.8% |
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