+187.0%
GDX vs BAM
+80.8%
+106.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.2% |
| 7D | -4.6% | -2.0% | -2.6% | -3.8% |
| 30D | -6.2% | +13.7% | -19.9% | -9.9% |
| 3M | -10.0% | -4.8% | -5.3% | -8.8% |
| 6M | -15.8% | +7.6% | -23.4% | -17.8% |
| YTD | -4.6% | +1.2% | -5.7% | -5.8% |
| 1Y | +4.0% | -2.3% | +6.3% | +3.5% |
| 3Y | +211.1% | +84.1% | +127.0% | +149.2% |
| All | +187.0% | +80.8% | +106.2% | +130.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling