+37.8%
GDXJ vs BB
-86.2%
+124.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.4% |
| 7D | -8.1% | +1.8% | -9.9% | -8.2% |
| 30D | -5.5% | +8.1% | -13.6% | -6.2% |
| 3M | -14.6% | -1.0% | -13.6% | -14.7% |
| 6M | -23.2% | +45.9% | -69.1% | -26.5% |
| YTD | -13.0% | +134.8% | -147.8% | -20.6% |
| 1Y | +2.8% | +104.6% | -101.8% | -5.2% |
| 3Y | +221.5% | +152.8% | +68.6% | +184.9% |
| 5Y | +123.4% | -17.4% | +140.8% | +109.9% |
| 10Y | +238.2% | +22.4% | +215.7% | +185.5% |
| All | +37.8% | -86.2% | +124.0% | +53.7% |
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