+67.3%
F vs GDXJ
+245.9%
-178.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -3.1% | -8.1% | +5.0% | -1.9% |
| 30D | 0.0% | -5.5% | +5.5% | +0.7% |
| 3M | -13.2% | -14.6% | +1.3% | -11.5% |
| 6M | -10.2% | -23.2% | +13.0% | -7.5% |
| YTD | -4.9% | -13.0% | +8.0% | -4.5% |
| 1Y | -6.1% | +2.8% | -8.8% | -8.0% |
| 3Y | +46.0% | +221.5% | -175.5% | +18.3% |
| 5Y | -15.7% | +123.4% | -139.1% | -29.9% |
| All | +67.3% | +245.9% | -178.6% | +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 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