+211.8%
GDXJ vs ASX
+974.7%
-762.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -3.1% |
| 7D | -6.2% | +6.5% | -12.7% | -7.9% |
| 30D | +4.6% | +3.1% | +1.5% | +3.5% |
| 3M | +31.3% | +17.4% | +13.9% | +23.5% |
| 6M | -10.7% | +85.4% | -96.1% | -26.5% |
| YTD | +9.1% | +150.1% | -141.0% | -17.3% |
| 1Y | +44.1% | +256.3% | -212.2% | -1.0% |
| 3Y | +285.4% | +446.9% | -161.5% | +129.6% |
| 5Y | +228.4% | +447.1% | -218.7% | +88.3% |
| All | +211.8% | +974.7% | -762.9% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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