+1,611.9%
BE vs GDXJ
+281.5%
+1,330.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -1.8% |
| 7D | +9.7% | -6.2% | +16.0% | +13.6% |
| 30D | +22.4% | +4.6% | +17.7% | +18.4% |
| 3M | +10.4% | +31.3% | -20.9% | -7.0% |
| 6M | +67.9% | -10.7% | +78.5% | +73.7% |
| YTD | +197.5% | +9.1% | +188.4% | +173.1% |
| 1Y | +310.6% | +44.1% | +266.4% | +226.2% |
| All | +1,611.9% | +281.5% | +1,330.4% | +573.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling