+23.9%
BMY vs GDXJ
+221.5%
-197.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.9% |
| 7D | -6.4% | -6.2% | -0.2% | -6.1% |
| 30D | +0.2% | +4.6% | -4.4% | 0.0% |
| 3M | +16.0% | +31.3% | -15.3% | +14.6% |
| 6M | +8.3% | -10.7% | +19.0% | +8.5% |
| YTD | +22.2% | +9.1% | +13.1% | +21.3% |
| 1Y | +41.7% | +44.1% | -2.4% | +38.7% |
| 3Y | +20.7% | +285.4% | -264.7% | +11.0% |
| 5Y | +23.9% | +228.4% | -204.5% | +15.8% |
| All | +23.9% | +221.5% | -197.5% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling