+64.3%
DDOG vs GDXJ
+234.8%
-170.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.3% | +5.8% | +6.9% |
| 7D | +7.7% | +0.9% | +6.7% | +7.5% |
| 30D | -13.6% | +8.8% | -22.4% | -15.4% |
| 3M | -0.9% | +29.8% | -30.8% | -7.3% |
| 6M | +75.2% | -5.8% | +81.0% | +74.8% |
| YTD | +65.7% | +13.6% | +52.1% | +55.0% |
| 1Y | +60.4% | +54.5% | +5.9% | +36.4% |
| 3Y | +130.7% | +301.4% | -170.7% | +38.7% |
| All | +64.3% | +234.8% | -170.6% | +5.1% |
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 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