+177.3%
GDX vs BA
+186.4%
-9.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.1% |
| 7D | +13.6% | +1.1% | +12.6% | +13.4% |
| 30D | +2.5% | -7.9% | +10.4% | +4.0% |
| 3M | +4.4% | -25.3% | +29.7% | +10.1% |
| 6M | -5.2% | -24.6% | +19.3% | -0.2% |
| YTD | +2.1% | -20.1% | +22.3% | +6.4% |
| 1Y | +24.7% | -11.8% | +36.5% | +27.5% |
| 3Y | +211.3% | -10.1% | +221.4% | +211.0% |
| 5Y | +186.7% | -22.7% | +209.4% | +187.5% |
| 10Y | +285.3% | +35.1% | +250.3% | +190.5% |
| All | +177.3% | +186.4% | -9.1% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling