+71.4%
BAC vs GDX
+223.5%
-152.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.2% |
| 7D | +1.1% | -0.4% | +1.5% | +1.1% |
| 30D | -0.4% | +18.6% | -19.0% | -2.4% |
| 3M | +16.9% | +14.9% | +2.0% | +14.7% |
| 6M | +26.6% | -6.3% | +32.9% | +26.6% |
| YTD | +15.8% | +15.7% | +0.1% | +12.3% |
| 1Y | +27.2% | +54.8% | -27.7% | +18.4% |
| 3Y | +132.4% | +253.4% | -121.0% | +87.7% |
| All | +71.4% | +223.5% | -152.0% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling