+231.2%
GDXJ vs BAH
+198.8%
+32.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -8.1% | +1.7% | -9.8% | -8.2% |
| 30D | -5.5% | +20.8% | -26.3% | -7.3% |
| 3M | -14.6% | +11.6% | -26.1% | -15.7% |
| 6M | -23.2% | +23.1% | -46.3% | -25.2% |
| YTD | -13.0% | +5.3% | -18.2% | -14.3% |
| 1Y | +2.8% | +6.1% | -3.4% | +1.0% |
| 3Y | +221.5% | -27.5% | +249.0% | +224.8% |
| 5Y | +123.4% | +6.2% | +117.2% | +110.9% |
| All | +231.2% | +198.8% | +32.4% | +212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling