+34.8%
DIS vs GDXJ
+298.7%
-263.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.5% |
| 7D | -2.6% | +0.2% | -2.8% | -2.6% |
| 30D | +3.5% | +17.9% | -14.4% | +1.9% |
| 3M | +6.8% | +15.3% | -8.5% | +5.1% |
| 6M | +3.0% | -9.4% | +12.4% | +2.9% |
| YTD | -6.7% | +13.4% | -20.1% | -8.4% |
| 1Y | -10.1% | +59.7% | -69.7% | -14.0% |
| All | +34.8% | +298.7% | -263.9% | +12.3% |
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 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