+289.0%
GDX vs BAH
+182.5%
+106.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.8% |
| 7D | +4.0% | -4.3% | +8.3% | +4.2% |
| 30D | +9.5% | -4.5% | +13.9% | +9.8% |
| 3M | +25.1% | -7.6% | +32.7% | +25.5% |
| 6M | -2.9% | -10.6% | +7.7% | -2.5% |
| YTD | +14.7% | -12.6% | +27.3% | +15.0% |
| 1Y | +47.4% | -27.0% | +74.4% | +49.8% |
| 3Y | +259.7% | -31.5% | +291.2% | +262.0% |
| 5Y | +227.7% | -3.8% | +231.5% | +219.4% |
| 10Y | +289.0% | +183.9% | +105.0% | +255.5% |
| All | +289.0% | +182.5% | +106.4% | +255.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling