+113.6%
C vs GDXJ
+138.8%
-25.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.8% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -5.3% | -7.4% | +2.1% | -4.4% |
| 3M | -8.0% | -11.9% | +3.9% | -6.7% |
| 6M | -0.3% | -19.3% | +19.0% | +1.8% |
| YTD | +8.6% | -8.1% | +16.8% | +7.5% |
| 1Y | +25.8% | +9.1% | +16.8% | +21.1% |
| 3Y | +221.2% | +236.2% | -15.0% | +143.4% |
| 5Y | +113.6% | +136.3% | -22.8% | +62.7% |
| All | +113.6% | +138.8% | -25.3% | +62.7% |
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