+58.0%
BAC vs GDX
+182.7%
-124.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -0.9% |
| 7D | -1.2% | +13.6% | -14.8% | -2.6% |
| 30D | -7.7% | +2.5% | -10.2% | -8.0% |
| 3M | -21.2% | +4.4% | -25.5% | -21.8% |
| 6M | -6.8% | -5.2% | -1.6% | -6.9% |
| YTD | -8.7% | +2.1% | -10.8% | -10.1% |
| 1Y | -5.3% | +24.7% | -30.0% | -8.8% |
| 3Y | +87.4% | +211.3% | -123.8% | +60.5% |
| 5Y | +18.9% | +186.7% | -167.8% | +1.4% |
| 10Y | +273.3% | +285.3% | -12.0% | +193.7% |
| All | +58.0% | +182.7% | -124.6% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling