+226.7%
GDX vs GDXJ
+221.5%
+5.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.5% | 0.0% |
| 7D | -5.4% | -6.2% | +0.8% | +0.1% |
| 30D | +6.6% | +4.6% | +1.9% | +2.4% |
| 3M | +30.1% | +31.3% | -1.2% | +2.4% |
| 6M | -7.1% | -10.7% | +3.6% | +1.8% |
| YTD | +12.0% | +9.1% | +2.9% | +3.1% |
| 1Y | +41.2% | +44.1% | -2.9% | +2.1% |
| 3Y | +251.0% | +285.4% | -34.4% | +8.0% |
| 5Y | +226.7% | +228.4% | -1.7% | +12.7% |
| All | +226.7% | +221.5% | +5.3% | +12.7% |
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