+269.3%
GDXJ vs BAM
+78.0%
+191.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | +0.2% | -2.0% | +2.2% | +1.0% |
| 30D | +17.9% | -2.9% | +20.8% | +18.9% |
| 3M | +15.3% | +9.4% | +5.9% | +11.5% |
| 6M | -9.4% | +10.8% | -20.2% | -12.7% |
| YTD | +13.4% | -0.4% | +13.8% | +12.5% |
| 1Y | +59.7% | -10.9% | +70.5% | +63.5% |
| 3Y | +283.6% | +61.3% | +222.3% | +206.7% |
| All | +269.3% | +78.0% | +191.3% | +188.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling