+281.7%
GDXJ vs BAX
-34.3%
+316.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | -6.2% | -5.4% | -0.8% | -5.2% |
| 30D | +4.6% | -12.4% | +17.0% | +7.2% |
| 3M | +31.3% | +19.1% | +12.2% | +26.6% |
| 6M | -10.7% | +38.6% | -49.3% | -16.6% |
| YTD | +9.1% | +26.7% | -17.6% | +3.4% |
| 1Y | +44.1% | +1.0% | +43.1% | +40.3% |
| All | +281.7% | -34.3% | +316.0% | +289.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling