+214.2%
GDX vs BA
+250.5%
-36.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | -0.4% | +1.2% | -1.5% | -0.6% |
| 30D | +18.6% | -11.6% | +30.3% | +21.4% |
| 3M | +14.9% | -2.4% | +17.3% | +15.4% |
| 6M | -6.3% | -6.6% | +0.4% | -5.0% |
| YTD | +15.7% | -2.2% | +18.0% | +16.3% |
| 1Y | +54.8% | -8.0% | +62.9% | +56.8% |
| 3Y | +253.4% | -5.0% | +258.4% | +249.2% |
| 5Y | +219.7% | -2.7% | +222.4% | +207.3% |
| 10Y | +300.2% | +75.9% | +224.3% | +185.8% |
| All | +214.2% | +250.5% | -36.3% | +57.1% |
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 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