+269.9%
GDXJ vs BAM
+67.8%
+202.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +2.2% |
| 7D | +0.9% | -3.9% | +4.9% | +2.4% |
| 30D | +8.8% | -8.8% | +17.6% | +12.4% |
| 3M | +29.8% | +2.2% | +27.7% | +28.7% |
| 6M | -5.8% | +5.9% | -11.7% | -7.6% |
| YTD | +13.6% | -6.1% | +19.7% | +15.2% |
| 1Y | +54.5% | -11.6% | +66.1% | +59.1% |
| 3Y | +301.4% | +51.7% | +249.7% | +227.9% |
| All | +269.9% | +67.8% | +202.1% | +195.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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