+89.0%
GDX vs GDXJ
+34.8%
+54.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | -6.8% | -8.1% | +1.3% | -0.3% |
| 30D | -2.1% | -5.5% | +3.4% | +2.4% |
| 3M | -7.5% | -14.6% | +7.0% | +4.8% |
| 6M | -15.2% | -23.2% | +8.0% | +4.5% |
| YTD | -4.8% | -13.0% | +8.2% | +6.3% |
| 1Y | +6.7% | +2.8% | +4.0% | +4.5% |
| 3Y | +212.7% | +221.5% | -8.7% | +24.7% |
| 5Y | +151.7% | +123.4% | +28.3% | +31.7% |
| 10Y | +330.3% | +238.2% | +92.2% | +49.9% |
| All | +89.0% | +34.8% | +54.2% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling