+400.1%
BAC vs GDXJ
+75.7%
+324.4%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.1% |
| 7D | +1.1% | +0.2% | +0.9% | +1.1% |
| 30D | -0.4% | +17.9% | -18.3% | -1.9% |
| 3M | +16.9% | +15.3% | +1.6% | +15.1% |
| 6M | +26.6% | -9.4% | +36.1% | +26.8% |
| YTD | +15.8% | +13.4% | +2.4% | +13.4% |
| 1Y | +27.2% | +59.7% | -32.5% | +20.7% |
| 3Y | +132.4% | +283.6% | -151.2% | +102.6% |
| 5Y | +72.6% | +217.6% | -145.0% | +50.8% |
| 10Y | +389.7% | +225.7% | +164.1% | +314.5% |
| All | +400.1% | +75.7% | +324.4% | +357.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling