+24.8%
GDX vs BAX
+46.0%
-21.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.0% | +5.0% | +7.9% |
| 7D | +0.8% | +4.1% | -3.3% | -0.4% |
| 30D | -3.2% | +9.4% | -12.7% | -5.7% |
| 3M | +8.6% | -6.5% | +15.0% | +10.1% |
| 6M | -1.2% | +59.6% | -60.8% | -15.9% |
| YTD | -1.4% | +38.9% | -40.2% | -12.0% |
| 1Y | +24.8% | +48.0% | -23.2% | +9.4% |
| All | +24.8% | +46.0% | -21.3% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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