+151.4%
ADBE vs GDXJ
+237.3%
-85.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.3% |
| 7D | -5.4% | -2.8% | -2.6% | -5.1% |
| 30D | -2.5% | +5.0% | -7.5% | -3.1% |
| 3M | +15.3% | +24.1% | -8.8% | +12.5% |
| 6M | -7.8% | -7.4% | -0.5% | -7.7% |
| YTD | -27.9% | +10.2% | -38.2% | -29.7% |
| 1Y | -28.0% | +42.5% | -70.6% | -32.3% |
| 3Y | -55.3% | +285.7% | -341.0% | -63.7% |
| 5Y | -61.7% | +231.9% | -293.6% | -68.9% |
| All | +151.4% | +237.3% | -85.8% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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