+319.2%
GDX vs BA
+27.6%
+291.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.5% |
| 7D | +11.5% | 0.0% | +11.4% | +11.5% |
| 30D | -3.1% | -8.9% | +5.8% | -1.9% |
| 3M | -4.4% | -25.5% | +21.1% | -0.5% |
| 6M | -8.6% | -27.0% | +18.4% | -4.6% |
| YTD | +0.8% | -20.1% | +21.0% | +4.0% |
| 1Y | +14.7% | -11.0% | +25.7% | +16.6% |
| 3Y | +228.8% | -11.8% | +240.6% | +230.0% |
| 5Y | +173.4% | -20.6% | +194.0% | +171.9% |
| 10Y | +319.2% | +26.6% | +292.6% | +364.3% |
| All | +319.2% | +27.6% | +291.6% | +364.3% |
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