+231.2%
GDXJ vs ALL
+377.9%
-146.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -8.1% | +5.0% | -13.1% | -8.8% |
| 30D | -5.5% | +13.3% | -18.8% | -7.3% |
| 3M | -14.6% | +3.2% | -17.7% | -15.1% |
| 6M | -23.2% | +25.3% | -48.6% | -26.6% |
| YTD | -13.0% | +30.5% | -43.4% | -17.8% |
| 1Y | +2.8% | +29.2% | -26.4% | -2.8% |
| 3Y | +221.5% | +119.1% | +102.4% | +168.3% |
| 5Y | +123.4% | +162.6% | -39.3% | +76.6% |
| All | +231.2% | +377.9% | -146.7% | +175.3% |
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