+71.1%
GDX vs BAH
+1,056.2%
-985.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.6% | +2.6% |
| 7D | +13.6% | -3.5% | +17.2% | +14.0% |
| 30D | +2.5% | +24.3% | -21.7% | +0.4% |
| 3M | +4.4% | +16.3% | -11.9% | +2.8% |
| 6M | -5.2% | +13.6% | -18.8% | -6.8% |
| YTD | +2.1% | +3.5% | -1.4% | +0.9% |
| 1Y | +24.7% | +2.7% | +22.0% | +23.2% |
| 3Y | +211.3% | -26.6% | +237.9% | +213.8% |
| 5Y | +186.7% | +8.5% | +178.2% | +174.2% |
| 10Y | +285.3% | +225.1% | +60.2% | +215.8% |
| All | +71.1% | +1,056.2% | -985.2% | +1.2% |
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 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