+171.4%
GDX vs BA
+184.9%
-13.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.9% |
| 7D | +5.4% | -0.1% | +5.5% | +5.5% |
| 30D | -2.8% | -9.1% | +6.3% | -1.2% |
| 3M | +2.5% | -28.2% | +30.7% | +8.9% |
| 6M | -0.1% | -23.1% | +23.1% | +4.9% |
| YTD | 0.0% | -20.6% | +20.5% | +4.3% |
| 1Y | +22.2% | -12.7% | +34.9% | +25.2% |
| 3Y | +201.4% | -11.6% | +213.0% | +202.0% |
| 5Y | +180.6% | -23.1% | +203.8% | +181.7% |
| 10Y | +277.2% | +34.4% | +242.8% | +184.7% |
| All | +171.4% | +184.9% | -13.5% | +40.9% |
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