+214.2%
GDX vs BAX
+89.7%
+124.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.4% |
| 7D | -0.4% | -1.1% | +0.8% | -0.1% |
| 30D | +18.6% | -5.5% | +24.1% | +20.0% |
| 3M | +14.9% | +33.5% | -18.7% | +7.4% |
| 6M | -6.3% | +35.9% | -42.1% | -12.8% |
| YTD | +15.7% | +35.4% | -19.6% | +7.3% |
| 1Y | +54.8% | +9.8% | +45.1% | +49.0% |
| 3Y | +253.4% | -32.7% | +286.2% | +269.5% |
| 5Y | +219.7% | -65.6% | +285.2% | +285.1% |
| 10Y | +300.2% | -34.9% | +335.1% | +277.1% |
| All | +214.2% | +89.7% | +124.5% | +97.4% |
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