+239.3%
GDXJ vs B
+174.1%
+65.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -0.1% |
| 7D | +0.3% | -2.7% | +2.9% | +3.0% |
| 30D | -7.4% | -4.3% | -3.1% | -2.9% |
| 3M | -11.9% | -2.3% | -9.6% | -9.0% |
| 6M | -19.3% | -16.2% | -3.1% | -3.0% |
| YTD | -8.1% | -8.8% | +0.7% | +3.3% |
| 1Y | +9.1% | +11.4% | -2.3% | +2.1% |
| All | +239.3% | +174.1% | +65.2% | +30.3% |
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