+123.6%
GDXJ vs BB
-17.6%
+141.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.1% |
| 7D | -8.1% | +1.8% | -9.9% | -8.4% |
| 30D | -5.5% | +8.1% | -13.6% | -7.0% |
| 3M | -14.6% | -1.0% | -13.6% | -15.0% |
| 6M | -23.2% | +45.9% | -69.1% | -30.1% |
| YTD | -13.0% | +134.8% | -147.8% | -28.4% |
| 1Y | +2.8% | +104.6% | -101.8% | -13.5% |
| 3Y | +221.5% | +152.8% | +68.6% | +145.1% |
| All | +123.6% | -17.6% | +141.2% | +104.7% |
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