+198.8%
GDX vs BAM
+84.8%
+113.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -0.9% |
| 7D | +0.7% | -2.9% | +3.6% | +1.7% |
| 30D | -3.8% | +14.7% | -18.4% | -7.9% |
| 3M | -5.4% | -4.1% | -1.3% | -4.4% |
| 6M | -12.7% | +9.6% | -22.3% | -15.3% |
| YTD | -0.7% | +3.4% | -4.1% | -2.7% |
| 1Y | +11.9% | +1.0% | +10.9% | +10.2% |
| 3Y | +223.9% | +88.2% | +135.7% | +157.5% |
| All | +198.8% | +84.8% | +113.9% | +138.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling