-8.2%
DHR vs GDXJ
+285.5%
-293.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -3.6% | -2.8% | -0.8% | -3.4% |
| 30D | -2.7% | +5.0% | -7.7% | -3.2% |
| 3M | +10.9% | +24.1% | -13.1% | +9.1% |
| 6M | +3.0% | -7.4% | +10.4% | +3.6% |
| YTD | -12.2% | +10.2% | -22.4% | -13.3% |
| 1Y | +3.3% | +42.5% | -39.2% | -1.2% |
| 3Y | -8.2% | +285.7% | -293.9% | -27.6% |
| All | -8.2% | +285.5% | -293.7% | -27.6% |
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