+215.1%
GDXJ vs ALL
+365.1%
-150.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | -2.8% | -2.3% | -0.5% | -2.5% |
| 30D | +5.0% | -0.4% | +5.4% | +5.0% |
| 3M | +24.1% | +16.0% | +8.0% | +20.5% |
| 6M | -7.4% | +24.6% | -31.9% | -11.5% |
| YTD | +10.2% | +23.7% | -13.4% | +5.1% |
| 1Y | +42.5% | +27.7% | +14.8% | +34.6% |
| 3Y | +285.7% | +150.2% | +135.5% | +210.3% |
| 5Y | +231.9% | +117.1% | +114.8% | +172.8% |
| All | +215.1% | +365.1% | -150.0% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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