+349.2%
GDX vs BA
+28.0%
+321.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.6% |
| 7D | +0.7% | -1.4% | +2.1% | +0.9% |
| 30D | -3.8% | -7.9% | +4.1% | -2.7% |
| 3M | -5.4% | -25.2% | +19.7% | -1.6% |
| 6M | -12.7% | -26.7% | +14.0% | -8.9% |
| YTD | -0.7% | -19.6% | +19.0% | +2.4% |
| 1Y | +11.9% | -10.6% | +22.5% | +13.7% |
| 3Y | +223.9% | -11.2% | +235.1% | +224.8% |
| 5Y | +163.2% | -20.4% | +183.6% | +161.6% |
| 10Y | +349.2% | +26.8% | +322.4% | +383.1% |
| All | +349.2% | +28.0% | +321.2% | +383.1% |
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