+231.2%
GDXJ vs A
+302.9%
-71.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.8% |
| 7D | -8.1% | -0.5% | -7.6% | -7.9% |
| 30D | -5.5% | 0.0% | -5.4% | -5.3% |
| 3M | -14.6% | +16.7% | -31.3% | -18.3% |
| 6M | -23.2% | +54.8% | -78.0% | -32.6% |
| YTD | -13.0% | +28.8% | -41.8% | -19.7% |
| 1Y | +2.8% | +19.3% | -16.6% | -3.2% |
| 3Y | +221.5% | +65.5% | +155.9% | +169.3% |
| 5Y | +123.4% | +12.1% | +111.3% | +106.1% |
| All | +231.2% | +302.9% | -71.7% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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