+204.2%
GDXJ vs BAM
+88.1%
+116.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -5.5% |
| 7D | +11.8% | +5.0% | +6.8% | +9.9% |
| 30D | -7.1% | +16.6% | -23.7% | -12.4% |
| 3M | -10.5% | +2.2% | -12.7% | -11.5% |
| 6M | -15.5% | +9.7% | -25.2% | -18.6% |
| YTD | -6.6% | +5.2% | -11.8% | -9.3% |
| 1Y | +11.3% | +3.9% | +7.4% | +8.5% |
| 3Y | +242.0% | +91.5% | +150.4% | +161.1% |
| All | +204.2% | +88.1% | +116.1% | +132.8% |
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