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  • DELL vs GDXJ✓SelectedUSD · GDXJDELL vs GDXJ performance historyLatest closeAs of+0.26%09/09
Stock and ETF performance explorer

DELL vs GDXJ

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,782.6%
GDXJ return
+197.5%
Excess return
+4,585.1%
Maximum drawdown
-59.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-09.

Portfolio and benchmark returns by period
PeriodPortfolioGDXJExcessAlpha
1D+0.3%+1.3%-1.1%0.0%
7D+8.7%+0.9%+7.8%+8.6%
30D+16.9%+8.8%+8.1%+15.0%
3M+40.4%+29.8%+10.6%+33.5%
6M+267.1%-5.8%+272.9%+267.1%
YTD+329.1%+13.6%+315.5%+315.9%
1Y+346.9%+54.5%+292.4%+312.0%
3Y+696.6%+301.4%+395.3%+526.2%
5Y+1,106.2%+236.3%+869.8%+850.7%
10Y+4,177.7%+240.1%+3,937.6%+3,304.4%
All+4,782.6%+197.5%+4,585.1%+3,824.0%

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 1990-01-01 to 2026-09-09: 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…

1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling