+459.9%
DDOG vs GDXJ
+274.3%
+185.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | -6.1% | +4.3% | -10.4% | -6.9% |
| 30D | -10.1% | +8.4% | -18.6% | -11.8% |
| 3M | -9.3% | +25.5% | -34.8% | -14.1% |
| 6M | +67.2% | -6.3% | +73.5% | +66.6% |
| YTD | +54.6% | +12.1% | +42.5% | +46.5% |
| 1Y | +54.1% | +51.1% | +3.0% | +35.5% |
| 3Y | +115.3% | +296.1% | -180.8% | +46.6% |
| 5Y | +50.6% | +228.1% | -177.5% | +4.8% |
| All | +459.9% | +274.3% | +185.6% | +309.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling