+389.3%
DIS vs GDXJ
+42.3%
+347.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.5% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +10.3% | -7.4% | +17.7% | +10.9% |
| 3M | +15.6% | -11.9% | +27.5% | +16.5% |
| 6M | +15.1% | -19.3% | +34.4% | +16.6% |
| YTD | +6.0% | -8.1% | +14.1% | +5.5% |
| 1Y | +5.7% | +9.1% | -3.4% | +3.5% |
| 3Y | +39.8% | +236.2% | -196.4% | +21.5% |
| 5Y | -23.9% | +136.3% | -160.2% | -32.5% |
| 10Y | +32.9% | +256.9% | -224.0% | +11.7% |
| All | +389.3% | +42.3% | +347.0% | +328.7% |
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