+58.3%
DIA vs GDXJ
+297.3%
-238.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -0.9% |
| 7D | -1.2% | +0.9% | -2.2% | -1.3% |
| 30D | -2.7% | +8.8% | -11.5% | -3.6% |
| 3M | +3.3% | +29.8% | -26.6% | +0.2% |
| 6M | +10.4% | -5.8% | +16.2% | +10.1% |
| YTD | +10.0% | +13.6% | -3.6% | +7.3% |
| 1Y | +16.2% | +54.5% | -38.3% | +9.6% |
| All | +58.3% | +297.3% | -238.9% | +32.0% |
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