+60.7%
BMY vs GDXJ
+237.3%
-176.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.2% |
| 7D | -4.8% | -2.8% | -2.0% | -4.6% |
| 30D | -0.1% | +5.0% | -5.0% | -0.4% |
| 3M | +13.1% | +24.1% | -11.0% | +11.8% |
| 6M | +8.4% | -7.4% | +15.8% | +8.4% |
| YTD | +22.0% | +10.2% | +11.7% | +20.7% |
| 1Y | +40.3% | +42.5% | -2.2% | +36.9% |
| 3Y | +20.5% | +285.7% | -265.2% | +10.6% |
| 5Y | +23.7% | +231.9% | -208.1% | +13.6% |
| All | +60.7% | +237.3% | -176.6% | +43.1% |
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