+296.1%
GDXJ vs B
+197.9%
+98.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | +0.3% |
| 7D | +4.3% | +2.3% | +2.0% | +2.0% |
| 30D | +8.4% | +1.4% | +7.1% | +6.7% |
| 3M | +25.5% | +12.2% | +13.3% | +12.5% |
| 6M | -6.3% | -2.1% | -4.2% | -3.9% |
| YTD | +12.1% | +2.9% | +9.2% | +11.0% |
| 1Y | +51.1% | +55.3% | -4.3% | +1.8% |
| 3Y | +296.1% | +198.7% | +97.4% | +40.7% |
| All | +296.1% | +197.9% | +98.1% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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