+46.5%
F vs GDXJ
+225.9%
-179.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.1% | -4.0% |
| 7D | +1.2% | +4.3% | -3.1% | +0.4% |
| 30D | +1.2% | +8.4% | -7.2% | -0.3% |
| 3M | -5.7% | +25.5% | -31.2% | -9.8% |
| 6M | +17.9% | -6.3% | +24.3% | +18.0% |
| YTD | +10.4% | +12.1% | -1.7% | +6.5% |
| 1Y | +25.3% | +51.1% | -25.7% | +13.9% |
| 3Y | +37.5% | +296.1% | -258.6% | -0.2% |
| 5Y | +46.5% | +228.1% | -181.6% | +4.7% |
| All | +46.5% | +225.9% | -179.3% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling