+215.1%
GDXJ vs BAX
-38.1%
+253.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +1.4% |
| 7D | -2.8% | -7.9% | +5.1% | -1.3% |
| 30D | +5.0% | -11.7% | +16.6% | +7.4% |
| 3M | +24.1% | +16.2% | +7.9% | +20.1% |
| 6M | -7.4% | +32.0% | -39.3% | -12.6% |
| YTD | +10.2% | +24.7% | -14.5% | +4.7% |
| 1Y | +42.5% | -2.6% | +45.2% | +40.7% |
| 3Y | +285.7% | -35.0% | +320.7% | +302.5% |
| 5Y | +231.9% | -67.6% | +299.4% | +288.5% |
| All | +215.1% | -38.1% | +253.2% | +204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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