+57.3%
DRAM vs GDXJ
-14.2%
+71.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.7% | +2.0% | +0.4% |
| 7D | +18.0% | -4.9% | +22.9% | +21.8% |
| 30D | -17.4% | -10.0% | -7.4% | -11.5% |
| 3M | -20.3% | -16.6% | -3.7% | -10.8% |
| 6M | -14.9% | -23.3% | +8.4% | -1.4% |
| All | +57.3% | -14.2% | +71.5% | +76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling