-99.9%
DFNS vs GDXJ
+229.7%
-329.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -6.0% | -4.7% |
| 7D | +4.6% | +0.9% | +3.7% | +4.6% |
| 30D | -73.9% | +8.8% | -82.7% | -74.0% |
| 3M | -71.7% | +29.8% | -101.6% | -72.2% |
| 6M | -94.6% | -5.8% | -88.8% | -94.8% |
| YTD | -98.1% | +13.6% | -111.7% | -98.1% |
| 1Y | -98.3% | +54.5% | -152.8% | -98.2% |
| 3Y | -99.9% | +301.4% | -401.3% | -99.8% |
| 5Y | -99.9% | +236.3% | -336.2% | -99.8% |
| All | -99.9% | +229.7% | -329.6% | -99.8% |
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