+77.5%
GDXJ vs BBWI
+187.0%
-109.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +2.0% | -0.8% |
| 7D | +4.3% | +1.6% | +2.7% | +4.1% |
| 30D | +8.4% | -6.2% | +14.6% | +8.9% |
| 3M | +25.5% | +4.3% | +21.2% | +24.5% |
| 6M | -6.3% | -7.2% | +0.8% | -6.3% |
| YTD | +12.1% | -3.0% | +15.1% | +11.2% |
| 1Y | +51.1% | -30.8% | +81.8% | +54.2% |
| 3Y | +296.1% | -43.4% | +339.5% | +304.8% |
| 5Y | +228.1% | -66.7% | +294.8% | +245.0% |
| 10Y | +211.8% | -55.7% | +267.5% | +221.8% |
| All | +77.5% | +187.0% | -109.5% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling