+207.2%
GDX vs BAM
+86.2%
+120.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +1.9% |
| 7D | +13.6% | +9.7% | +3.9% | +10.4% |
| 30D | +2.5% | +19.0% | -16.5% | -3.1% |
| 3M | +4.4% | +0.6% | +3.8% | +3.9% |
| 6M | -5.2% | +11.1% | -16.3% | -8.5% |
| YTD | +2.1% | +4.2% | -2.0% | -0.3% |
| 1Y | +24.7% | +3.3% | +21.4% | +22.0% |
| 3Y | +211.3% | +88.8% | +122.5% | +147.0% |
| All | +207.2% | +86.2% | +120.9% | +144.1% |
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 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