-99.9%
DFNS vs GDXJ
+141.1%
-241.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.7% |
| 7D | -16.0% | +0.2% | -16.2% | -16.0% |
| 30D | -77.7% | +17.9% | -95.6% | -77.9% |
| 3M | -77.2% | +15.3% | -92.5% | -77.7% |
| 6M | -95.2% | -9.4% | -85.7% | -95.4% |
| YTD | -98.0% | +13.4% | -111.4% | -98.0% |
| 1Y | -98.3% | +59.7% | -157.9% | -98.2% |
| 3Y | -99.9% | +283.6% | -383.4% | -99.8% |
| 5Y | -99.9% | +217.6% | -317.5% | -99.8% |
| All | -99.9% | +141.1% | -241.0% | -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 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