+26.5%
BAC vs GDX
+55.3%
-28.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | +0.6% | -0.4% | +1.0% | +0.6% |
| 30D | -0.9% | +18.6% | -19.5% | -2.1% |
| 3M | +16.3% | +14.9% | +1.4% | +14.8% |
| 6M | +26.0% | -6.3% | +32.2% | +25.2% |
| YTD | +15.2% | +15.7% | -0.5% | +12.4% |
| 1Y | +26.5% | +54.8% | -28.3% | +25.1% |
| All | +26.5% | +55.3% | -28.8% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 1y: compounded portfolio wealth divided by compounded GDX 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…
1y analysis · Full analysis span regression · 6 months rolling