+136.4%
BAC vs GDXJ
+294.3%
-157.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | +1.2% | +4.3% | -3.1% | +0.8% |
| 30D | -0.7% | +8.4% | -9.2% | -1.6% |
| 3M | +16.9% | +25.5% | -8.6% | +14.1% |
| 6M | +29.6% | -6.3% | +35.9% | +29.4% |
| YTD | +15.3% | +12.1% | +3.2% | +12.3% |
| 1Y | +28.8% | +51.1% | -22.2% | +21.1% |
| 3Y | +136.4% | +296.1% | -159.7% | +80.8% |
| All | +136.4% | +294.3% | -157.9% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling