+307.0%
BAC vs GDXJ
+34.8%
+272.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +3.2% | -8.1% | +11.3% | +3.9% |
| 30D | -0.7% | -5.5% | +4.8% | -0.4% |
| 3M | -20.0% | -14.6% | -5.4% | -19.1% |
| 6M | +3.4% | -23.2% | +26.6% | +5.1% |
| YTD | -5.7% | -13.0% | +7.2% | -5.8% |
| 1Y | -1.4% | +2.8% | -4.2% | -2.9% |
| 3Y | +97.9% | +221.5% | -123.6% | +74.9% |
| 5Y | +22.9% | +123.4% | -100.4% | +10.4% |
| 10Y | +235.3% | +238.2% | -2.8% | +181.9% |
| All | +307.0% | +34.8% | +272.2% | +280.5% |
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