+77.5%
GDXJ vs BAX
+9.4%
+68.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.3% |
| 7D | +4.3% | -2.4% | +6.7% | +4.9% |
| 30D | +8.4% | -9.7% | +18.2% | +11.0% |
| 3M | +25.5% | +29.3% | -3.7% | +17.6% |
| 6M | -6.3% | +40.7% | -47.0% | -14.1% |
| YTD | +12.1% | +30.3% | -18.2% | +4.2% |
| 1Y | +51.1% | +3.4% | +47.7% | +46.9% |
| 3Y | +296.1% | -32.0% | +328.1% | +314.8% |
| 5Y | +228.1% | -66.9% | +295.0% | +307.1% |
| 10Y | +211.8% | -37.1% | +248.9% | +199.1% |
| All | +77.5% | +9.4% | +68.1% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling