+243.4%
GDX vs BAX
-17.7%
+261.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.0% | +4.0% |
| 7D | +15.6% | +9.0% | +6.5% | +13.7% |
| 30D | +2.4% | +8.5% | -6.0% | +0.9% |
| 3M | +1.7% | -4.1% | +5.8% | +2.3% |
| 6M | -3.3% | +46.9% | -50.2% | -10.3% |
| YTD | +6.6% | +38.4% | -31.8% | -0.4% |
| 1Y | +27.0% | +47.0% | -20.0% | +17.7% |
| 3Y | +243.4% | -14.9% | +258.3% | +224.3% |
| All | +243.4% | -17.7% | +261.1% | +224.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling