+79.5%
GDXJ vs A
+774.1%
-694.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | +0.2% | -1.9% | +2.1% | +0.8% |
| 30D | +17.9% | +6.9% | +10.9% | +15.8% |
| 3M | +15.3% | +9.2% | +6.1% | +12.4% |
| 6M | -9.4% | +25.7% | -35.1% | -15.7% |
| YTD | +13.4% | +11.5% | +1.9% | +9.0% |
| 1Y | +59.7% | +18.4% | +41.3% | +50.3% |
| 3Y | +283.6% | +26.6% | +257.0% | +247.6% |
| 5Y | +217.6% | -12.8% | +230.4% | +215.6% |
| 10Y | +225.7% | +247.2% | -21.5% | +113.3% |
| All | +79.5% | +774.1% | -694.6% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling