+79.5%
GDXJ vs B
+37.4%
+42.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -0.3% |
| 7D | +0.2% | -1.6% | +1.8% | +1.8% |
| 30D | +17.9% | +9.4% | +8.4% | +7.7% |
| 3M | +15.3% | +5.0% | +10.3% | +10.7% |
| 6M | -9.4% | -3.5% | -5.9% | -5.3% |
| YTD | +13.4% | +4.5% | +8.9% | +10.7% |
| 1Y | +59.7% | +67.8% | -8.1% | -2.7% |
| 3Y | +283.6% | +196.7% | +86.9% | +33.1% |
| 5Y | +217.6% | +151.9% | +65.7% | +30.1% |
| 10Y | +225.7% | +202.2% | +23.5% | +16.4% |
| All | +79.5% | +37.4% | +42.1% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling