+150.7%
GDX vs BA
-24.6%
+175.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.5% |
| 3M | -7.5% | -25.5% | +18.0% | -0.6% |
| 6M | -15.2% | -28.7% | +13.6% | -8.0% |
| YTD | -4.8% | -21.0% | +16.2% | +0.8% |
| 1Y | +6.7% | -11.9% | +18.6% | +10.3% |
| 3Y | +212.7% | -16.2% | +228.9% | +216.8% |
| All | +150.7% | -24.6% | +175.3% | +135.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling