+391.8%
BAC vs GDX
+282.8%
+109.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +1.2% | +4.0% | -2.8% | +1.0% |
| 30D | -0.7% | +9.5% | -10.2% | -1.1% |
| 3M | +16.9% | +25.1% | -8.2% | +15.9% |
| 6M | +29.6% | -2.9% | +32.5% | +29.3% |
| YTD | +15.3% | +14.7% | +0.5% | +14.3% |
| 1Y | +28.8% | +47.4% | -18.6% | +26.9% |
| 3Y | +136.4% | +259.7% | -123.3% | +127.3% |
| 5Y | +72.9% | +227.7% | -154.7% | +65.2% |
| 10Y | +391.8% | +289.0% | +102.8% | +417.4% |
| All | +391.8% | +282.8% | +109.0% | +417.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling