-15.8%
F vs GDXJ
+158.6%
-174.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.2% |
| 7D | +1.6% | +13.4% | -11.9% | -0.7% |
| 30D | +2.6% | -1.3% | +3.9% | +2.6% |
| 3M | -8.8% | -1.5% | -7.3% | -9.1% |
| 6M | +4.6% | -12.2% | +16.9% | +5.9% |
| YTD | -1.9% | -5.3% | +3.4% | -2.9% |
| 1Y | -0.8% | +22.0% | -22.8% | -6.2% |
| 3Y | +43.5% | +224.9% | -181.5% | +6.9% |
| All | -15.8% | +158.6% | -174.4% | -37.9% |
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