+236.3%
GDXJ vs BAH
-3.7%
+240.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.9% | -1.3% | +2.3% | +1.1% |
| 30D | +8.8% | -6.6% | +15.4% | +9.5% |
| 3M | +29.8% | -7.2% | +37.0% | +30.5% |
| 6M | -5.8% | -10.0% | +4.2% | -5.3% |
| YTD | +13.6% | -12.5% | +26.0% | +14.0% |
| 1Y | +54.5% | -27.9% | +82.4% | +58.7% |
| 3Y | +301.4% | -31.4% | +332.8% | +295.1% |
| 5Y | +236.3% | -3.2% | +239.6% | +207.4% |
| All | +236.3% | -3.7% | +240.0% | +207.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling