+2,770.9%
AVGO vs GDXJ
+237.3%
+2,533.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.1% |
| 7D | +1.1% | -2.8% | +3.9% | +1.6% |
| 30D | -13.0% | +5.0% | -17.9% | -14.1% |
| 3M | -6.0% | +24.1% | -30.0% | -10.3% |
| 6M | +6.4% | -7.4% | +13.7% | +6.5% |
| YTD | +5.0% | +10.2% | -5.2% | +1.0% |
| 1Y | +1.4% | +42.5% | -41.1% | -7.1% |
| 3Y | +336.8% | +285.7% | +51.1% | +236.1% |
| 5Y | +698.2% | +231.9% | +466.3% | +514.5% |
| All | +2,770.9% | +237.3% | +2,533.7% | +2,124.6% |
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