+489.1%
DDOG vs GDXJ
+268.0%
+221.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | +3.9% | -2.8% | +6.7% | +4.5% |
| 30D | -8.2% | +5.0% | -13.1% | -9.3% |
| 3M | -5.6% | +24.1% | -29.6% | -10.3% |
| 6M | +73.5% | -7.4% | +80.9% | +73.3% |
| YTD | +62.7% | +10.2% | +52.4% | +54.6% |
| 1Y | +59.0% | +42.5% | +16.4% | +41.6% |
| 3Y | +117.1% | +285.7% | -168.6% | +48.7% |
| 5Y | +61.3% | +231.9% | -170.6% | +12.0% |
| All | +489.1% | +268.0% | +221.1% | +332.6% |
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