+24.8%
GDX vs BAM
+4.2%
+20.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.2% | +2.8% | +5.7% |
| 7D | +0.8% | +14.2% | -13.5% | -5.8% |
| 30D | -3.2% | +21.0% | -24.2% | -12.3% |
| 3M | +8.6% | +5.2% | +3.4% | +5.0% |
| 6M | -1.2% | +16.0% | -17.2% | -9.1% |
| YTD | -1.4% | +6.5% | -7.8% | -8.1% |
| 1Y | +24.8% | +4.4% | +20.4% | +17.0% |
| All | +24.8% | +4.2% | +20.5% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 1y: compounded portfolio wealth divided by compounded BAM 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…
1y analysis · Full analysis span regression · 6 months rolling