+97.9%
BAC vs GDX
+211.6%
-113.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.0% |
| 7D | +3.2% | -6.8% | +10.0% | +3.9% |
| 30D | -0.7% | -2.1% | +1.4% | -0.6% |
| 3M | -20.0% | -7.5% | -12.5% | -19.6% |
| 6M | +3.4% | -15.2% | +18.6% | +4.3% |
| YTD | -5.7% | -4.8% | -0.9% | -6.8% |
| 1Y | -1.4% | +6.7% | -8.2% | -3.7% |
| 3Y | +97.9% | +212.7% | -114.8% | +53.4% |
| All | +97.9% | +211.6% | -113.7% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling