+310.1%
GDX vs BAH
+218.8%
+91.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +4.3% |
| 7D | +15.6% | -1.5% | +17.1% | +15.6% |
| 30D | +2.4% | +17.3% | -14.8% | +1.4% |
| 3M | +1.7% | +14.9% | -13.1% | +0.8% |
| 6M | -3.3% | +14.2% | -17.6% | -4.4% |
| YTD | +6.6% | +5.1% | +1.5% | +5.6% |
| 1Y | +27.0% | +2.1% | +24.9% | +26.0% |
| 3Y | +243.4% | -26.0% | +269.4% | +244.8% |
| 5Y | +194.2% | +9.0% | +185.2% | +184.6% |
| 10Y | +310.1% | +208.8% | +101.4% | +305.2% |
| All | +310.1% | +218.8% | +91.4% | +305.2% |
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