+93.8%
GDX vs BAH
+886.2%
-792.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.1% |
| 7D | -0.4% | -3.2% | +2.9% | -0.1% |
| 30D | +18.6% | +2.0% | +16.6% | +18.4% |
| 3M | +14.9% | -7.6% | +22.5% | +15.5% |
| 6M | -6.3% | -5.7% | -0.6% | -6.2% |
| YTD | +15.7% | -11.7% | +27.5% | +16.2% |
| 1Y | +54.8% | -27.4% | +82.2% | +58.4% |
| 3Y | +253.4% | -32.5% | +286.0% | +258.7% |
| 5Y | +219.7% | -3.3% | +223.0% | +209.2% |
| 10Y | +300.2% | +186.0% | +114.2% | +231.6% |
| All | +93.8% | +886.2% | -792.4% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling