+18.4%
BX vs GDXJ
+229.9%
-211.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.2% |
| 7D | -5.6% | -2.8% | -2.8% | -5.0% |
| 30D | -12.2% | +5.0% | -17.2% | -13.3% |
| 3M | +7.4% | +24.1% | -16.7% | +1.8% |
| 6M | +22.2% | -7.4% | +29.5% | +22.4% |
| YTD | -14.0% | +10.2% | -24.2% | -18.3% |
| 1Y | -27.3% | +42.5% | -69.8% | -35.9% |
| 3Y | +24.5% | +285.7% | -261.2% | -21.5% |
| All | +18.4% | +229.9% | -211.5% | -24.3% |
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