-100.0%
DFNS vs GDXJ
+221.0%
-320.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -4.7% | -14.7% | -19.1% |
| 7D | -12.7% | -4.9% | -7.7% | -12.5% |
| 30D | -65.2% | -10.0% | -55.3% | -65.0% |
| 3M | -94.6% | -16.6% | -77.9% | -94.5% |
| 6M | -96.2% | -23.3% | -73.0% | -96.4% |
| YTD | -99.6% | -12.4% | -87.2% | -99.6% |
| 1Y | -99.7% | +0.5% | -100.2% | -99.7% |
| All | -100.0% | +221.0% | -320.9% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling