+221.5%
GDXJ vs A
+64.5%
+157.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -17.8% |
| 6M | -23.2% | +54.8% | -78.0% | -31.1% |
| YTD | -13.0% | +28.8% | -41.8% | -18.8% |
| 1Y | +2.8% | +19.3% | -16.6% | -2.4% |
| 3Y | +221.5% | +65.5% | +155.9% | +165.0% |
| All | +221.5% | +64.5% | +157.0% | +165.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling