+49.9%
GDX vs BAX
+1.4%
+48.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.5% |
| 7D | +1.9% | -5.1% | +7.0% | +3.0% |
| 30D | +9.9% | -12.2% | +22.1% | +12.9% |
| 3M | +28.2% | +21.8% | +6.4% | +22.2% |
| 6M | -2.9% | +36.3% | -39.2% | -10.6% |
| YTD | +16.0% | +27.8% | -11.8% | +9.4% |
| 1Y | +49.9% | -0.1% | +49.9% | +37.5% |
| All | +49.9% | +1.4% | +48.4% | +37.5% |
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