+294.7%
C vs GDXJ
+222.0%
+72.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.7% |
| 7D | +2.6% | +0.9% | +1.6% | +2.5% |
| 30D | +1.9% | +8.8% | -6.9% | +1.0% |
| 3M | +2.8% | +29.8% | -27.0% | 0.0% |
| 6M | +30.6% | -5.8% | +36.4% | +30.3% |
| YTD | +19.9% | +13.6% | +6.3% | +17.2% |
| 1Y | +44.6% | +54.5% | -9.9% | +37.3% |
| 3Y | +272.1% | +301.4% | -29.2% | +221.1% |
| 5Y | +132.0% | +236.3% | -104.4% | +100.3% |
| 10Y | +294.7% | +240.1% | +54.6% | +252.1% |
| All | +294.7% | +222.0% | +72.7% | +252.1% |
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