+259.7%
GDX vs BAX
-32.5%
+292.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | -0.2% |
| 7D | +4.0% | -2.4% | +6.4% | +4.4% |
| 30D | +9.5% | -9.7% | +19.2% | +11.3% |
| 3M | +25.1% | +29.3% | -4.2% | +19.5% |
| 6M | -2.9% | +40.7% | -43.6% | -8.8% |
| YTD | +14.7% | +30.3% | -15.5% | +9.0% |
| 1Y | +47.4% | +3.4% | +44.0% | +43.0% |
| 3Y | +259.7% | -32.0% | +291.7% | +264.3% |
| All | +259.7% | -32.5% | +292.2% | +264.3% |
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