+189.5%
GDX vs BAX
+93.9%
+95.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.0% | +3.9% |
| 7D | +15.6% | +9.0% | +6.5% | +13.4% |
| 30D | +2.4% | +8.5% | -6.0% | +0.6% |
| 3M | +1.7% | -4.1% | +5.8% | +2.4% |
| 6M | -3.3% | +46.9% | -50.2% | -11.7% |
| YTD | +6.6% | +38.4% | -31.8% | -1.8% |
| 1Y | +27.0% | +47.0% | -20.0% | +15.4% |
| 3Y | +243.4% | -14.9% | +258.3% | +240.8% |
| 5Y | +194.2% | -62.5% | +256.7% | +247.3% |
| 10Y | +310.1% | -33.9% | +344.1% | +284.9% |
| All | +189.5% | +93.9% | +95.6% | +80.8% |
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