+251.7%
BAC vs GDX
+293.5%
-41.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.4% | -2.1% | +2.1% |
| 7D | +2.0% | +15.6% | -13.6% | +1.4% |
| 30D | -6.9% | +2.4% | -9.4% | -7.1% |
| 3M | -19.6% | +1.7% | -21.3% | -19.7% |
| 6M | -0.5% | -3.3% | +2.8% | -0.6% |
| YTD | -6.6% | +6.6% | -13.3% | -7.2% |
| 1Y | -3.0% | +27.0% | -29.9% | -4.0% |
| 3Y | +97.3% | +243.4% | -146.1% | +90.0% |
| 5Y | +21.9% | +194.2% | -172.3% | +16.4% |
| 10Y | +251.7% | +310.1% | -58.5% | +269.3% |
| All | +251.7% | +293.5% | -41.8% | +269.3% |
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