-96.2%
DFNS vs GDXJ
-21.6%
-74.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -4.7% | -14.7% | -16.2% |
| 7D | -12.7% | -4.9% | -7.7% | -10.8% |
| 30D | -65.2% | -10.0% | -55.3% | -63.5% |
| 3M | -94.6% | -16.6% | -77.9% | -94.0% |
| 6M | -96.2% | -23.3% | -73.0% | -96.3% |
| All | -96.2% | -21.6% | -74.7% | -96.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling