-0.9%
BA vs GDXJ
+222.2%
-223.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.4% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | -11.6% | +17.9% | -29.5% | -15.4% |
| 3M | -2.4% | +15.3% | -17.7% | -6.6% |
| 6M | -6.6% | -9.4% | +2.8% | -6.0% |
| YTD | -2.2% | +13.4% | -15.6% | -7.7% |
| 1Y | -8.0% | +59.7% | -67.7% | -21.2% |
| 3Y | -5.0% | +283.6% | -288.6% | -37.6% |
| All | -0.9% | +222.2% | -223.1% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling