+169.7%
GDX vs BAX
+93.4%
+76.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +0.7% | -0.6% | +1.3% | +0.9% |
| 30D | -3.8% | +6.3% | -10.0% | -5.1% |
| 3M | -5.4% | -4.6% | -0.9% | -4.7% |
| 6M | -12.7% | +50.4% | -63.1% | -20.6% |
| YTD | -0.7% | +38.0% | -38.7% | -8.4% |
| 1Y | +11.9% | +44.6% | -32.7% | +2.1% |
| 3Y | +223.9% | -15.1% | +239.0% | +221.6% |
| 5Y | +163.2% | -63.3% | +226.5% | +212.2% |
| 10Y | +349.2% | -34.4% | +383.5% | +322.5% |
| All | +169.7% | +93.4% | +76.3% | +68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling