+212.7%
GDX vs BA
-15.7%
+228.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -6.8% | -1.1% | -5.7% | -6.5% |
| 30D | -2.1% | -7.1% | +5.0% | -0.3% |
| 3M | -7.5% | -25.5% | +18.0% | +0.3% |
| 6M | -15.2% | -28.7% | +13.6% | -7.1% |
| YTD | -4.8% | -21.0% | +16.2% | +1.5% |
| 1Y | +6.7% | -11.9% | +18.6% | +11.2% |
| 3Y | +212.7% | -16.2% | +228.9% | +231.4% |
| All | +212.7% | -15.7% | +228.5% | +231.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling