+1,003.0%
BE vs GDXJ
+331.9%
+671.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.1% | +5.6% | +6.2% |
| 7D | +9.0% | -2.8% | +11.9% | +10.5% |
| 30D | +16.3% | +5.0% | +11.3% | +12.9% |
| 3M | +10.8% | +24.1% | -13.3% | -1.2% |
| 6M | +73.2% | -7.4% | +80.5% | +76.1% |
| YTD | +217.4% | +10.2% | +207.1% | +195.8% |
| 1Y | +309.8% | +42.5% | +267.3% | +240.1% |
| 3Y | +1,726.2% | +285.7% | +1,440.4% | +827.4% |
| 5Y | +1,306.2% | +231.9% | +1,074.3% | +649.8% |
| All | +1,003.0% | +331.9% | +671.1% | +677.3% |
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