+211.8%
GDXJ vs BBWI
-57.7%
+269.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.9% |
| 7D | -6.2% | -8.0% | +1.8% | -5.7% |
| 30D | +4.6% | -6.6% | +11.3% | +5.0% |
| 3M | +31.3% | -2.7% | +34.0% | +31.1% |
| 6M | -10.7% | -12.8% | +2.1% | -10.3% |
| YTD | +9.1% | -10.5% | +19.5% | +9.1% |
| 1Y | +44.1% | -35.3% | +79.5% | +46.8% |
| 3Y | +285.4% | -47.7% | +333.1% | +293.7% |
| 5Y | +228.4% | -68.9% | +297.3% | +238.6% |
| All | +211.8% | -57.7% | +269.5% | +171.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling