+39.8%
BKNG vs GDXJ
+281.5%
-241.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +0.8% |
| 7D | -10.7% | -6.2% | -4.4% | -10.3% |
| 30D | -18.1% | +4.6% | -22.7% | -18.4% |
| 3M | +8.5% | +31.3% | -22.7% | +6.7% |
| 6M | -0.1% | -10.7% | +10.6% | -0.1% |
| YTD | -18.2% | +9.1% | -27.3% | -19.4% |
| 1Y | -19.9% | +44.1% | -64.0% | -23.4% |
| All | +39.8% | +281.5% | -241.6% | +22.5% |
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