+72.9%
BAC vs GDXJ
+225.9%
-152.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | +1.2% | +4.3% | -3.1% | +0.7% |
| 30D | -0.7% | +8.4% | -9.2% | -1.8% |
| 3M | +16.9% | +25.5% | -8.6% | +13.4% |
| 6M | +29.6% | -6.3% | +35.9% | +29.4% |
| YTD | +15.3% | +12.1% | +3.2% | +11.8% |
| 1Y | +28.8% | +51.1% | -22.2% | +19.7% |
| 3Y | +136.4% | +296.1% | -159.7% | +85.5% |
| 5Y | +72.9% | +228.1% | -155.2% | +34.1% |
| All | +72.9% | +225.9% | -152.9% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling