+215.1%
GDXJ vs BBY
+252.7%
-37.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.5% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | +5.0% | +9.4% | -4.4% | +3.2% |
| 3M | +24.1% | +19.3% | +4.7% | +20.1% |
| 6M | -7.4% | +47.9% | -55.3% | -13.8% |
| YTD | +10.2% | +39.6% | -29.3% | +3.2% |
| 1Y | +42.5% | +22.2% | +20.4% | +36.3% |
| 3Y | +285.7% | +45.0% | +240.7% | +246.5% |
| 5Y | +231.9% | +2.6% | +229.3% | +210.1% |
| All | +215.1% | +252.7% | -37.6% | +190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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