+209.9%
BKNG vs GDXJ
+233.7%
-23.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.0% |
| 7D | -10.7% | -6.2% | -4.4% | -10.0% |
| 30D | -18.1% | +4.6% | -22.7% | -18.7% |
| 3M | +8.5% | +31.3% | -22.7% | +4.6% |
| 6M | -0.1% | -10.7% | +10.6% | +0.4% |
| YTD | -18.2% | +9.1% | -27.3% | -20.5% |
| 1Y | -19.9% | +44.1% | -64.0% | -25.4% |
| 3Y | +41.6% | +285.4% | -243.8% | +12.4% |
| 5Y | +93.1% | +228.4% | -135.3% | +53.7% |
| All | +209.9% | +233.7% | -23.8% | +142.4% |
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 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