+220.4%
GDXJ vs BB
-26.5%
+246.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | +0.7% |
| 7D | -2.8% | -0.4% | -2.4% | -2.7% |
| 30D | +5.0% | -12.5% | +17.5% | +7.4% |
| 3M | +24.1% | -17.4% | +41.5% | +27.0% |
| 6M | -7.4% | +119.1% | -126.5% | -22.0% |
| YTD | +10.2% | +102.4% | -92.2% | -5.8% |
| 1Y | +42.5% | +98.2% | -55.7% | +21.5% |
| 3Y | +285.7% | +46.9% | +238.8% | +231.0% |
| All | +220.4% | -26.5% | +246.9% | +184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 5y: compounded portfolio wealth divided by compounded BB 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…
5y analysis · Full analysis span regression · 6 months rolling