+392.9%
BAC vs GDXJ
+237.3%
+155.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | +0.1% |
| 7D | 0.0% | -2.8% | +2.8% | +0.2% |
| 30D | -2.8% | +5.0% | -7.7% | -3.2% |
| 3M | +14.2% | +24.1% | -9.8% | +12.5% |
| 6M | +30.5% | -7.4% | +37.9% | +30.5% |
| YTD | +15.8% | +10.2% | +5.6% | +14.2% |
| 1Y | +26.2% | +42.5% | -16.4% | +22.3% |
| 3Y | +136.5% | +285.7% | -149.2% | +114.0% |
| 5Y | +75.9% | +231.9% | -155.9% | +58.7% |
| All | +392.9% | +237.3% | +155.6% | +363.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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