+213.3%
C vs GDXJ
+233.2%
-19.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +0.8% |
| 7D | -0.4% | +11.8% | -12.1% | -1.5% |
| 30D | -5.2% | -7.1% | +1.9% | -4.6% |
| 3M | -9.1% | -10.5% | +1.4% | -8.4% |
| 6M | -1.6% | -15.5% | +13.9% | -0.7% |
| YTD | +6.9% | -6.6% | +13.5% | +6.3% |
| 1Y | +23.0% | +11.3% | +11.6% | +20.2% |
| 3Y | +216.1% | +242.0% | -25.8% | +174.9% |
| 5Y | +112.2% | +147.7% | -35.4% | +86.2% |
| All | +213.3% | +233.2% | -19.8% | +185.5% |
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 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