+310.1%
GDX vs BA
+31.3%
+278.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.5% |
| 7D | +15.6% | -1.7% | +17.3% | +15.8% |
| 30D | +2.4% | -9.5% | +11.9% | +3.8% |
| 3M | +1.7% | -26.5% | +28.2% | +6.1% |
| 6M | -3.3% | -27.4% | +24.1% | +1.0% |
| YTD | +6.6% | -20.6% | +27.2% | +10.1% |
| 1Y | +27.0% | -11.4% | +38.4% | +29.3% |
| 3Y | +243.4% | -10.8% | +254.2% | +244.4% |
| 5Y | +194.2% | -21.9% | +216.1% | +193.1% |
| 10Y | +310.1% | +28.1% | +282.0% | +413.5% |
| All | +310.1% | +31.3% | +278.8% | +413.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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