+77.5%
GDXJ vs BB
-87.8%
+165.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.4% |
| 7D | +4.3% | +0.5% | +3.8% | +4.2% |
| 30D | +8.4% | -12.4% | +20.8% | +9.7% |
| 3M | +25.5% | -15.3% | +40.8% | +26.9% |
| 6M | -6.3% | +128.8% | -135.1% | -14.1% |
| YTD | +12.1% | +107.7% | -95.6% | +3.7% |
| 1Y | +51.1% | +103.9% | -52.8% | +39.7% |
| 3Y | +296.1% | +72.6% | +223.5% | +262.3% |
| 5Y | +228.1% | -24.3% | +252.4% | +211.4% |
| 10Y | +211.8% | +3.1% | +208.7% | +168.5% |
| All | +77.5% | -87.8% | +165.3% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling