+226.4%
GDX vs BAM
+89.3%
+137.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -0.8% |
| 7D | +0.7% | -2.9% | +3.6% | +1.8% |
| 30D | -3.8% | +14.7% | -18.4% | -8.3% |
| 3M | -5.4% | -4.1% | -1.3% | -4.3% |
| 6M | -12.7% | +9.6% | -22.3% | -15.7% |
| YTD | -0.7% | +3.4% | -4.1% | -3.1% |
| 1Y | +11.9% | +1.0% | +10.9% | +9.8% |
| All | +226.4% | +89.3% | +137.1% | +118.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling