+38.6%
GDXJ vs B
+16.2%
+22.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.1% | -1.6% | -1.6% |
| 7D | -4.9% | -6.2% | +1.3% | +1.3% |
| 30D | -10.0% | -6.6% | -3.3% | -3.3% |
| 3M | -16.6% | -7.9% | -8.8% | -8.8% |
| 6M | -23.3% | -16.8% | -6.5% | -6.8% |
| YTD | -12.4% | -11.7% | -0.8% | +1.5% |
| 1Y | +0.5% | +3.5% | -3.0% | -0.3% |
| 3Y | +220.5% | +165.7% | +54.8% | +25.0% |
| 5Y | +124.7% | +108.4% | +16.3% | +11.9% |
| 10Y | +240.2% | +212.7% | +27.5% | +19.0% |
| All | +38.6% | +16.2% | +22.4% | +31.2% |
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