+220.4%
GDXJ vs BBY
+1.5%
+218.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.6% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | +5.0% | +9.4% | -4.4% | +3.4% |
| 3M | +24.1% | +19.3% | +4.7% | +20.4% |
| 6M | -7.4% | +47.9% | -55.3% | -13.3% |
| YTD | +10.2% | +39.6% | -29.3% | +3.8% |
| 1Y | +42.5% | +22.2% | +20.4% | +37.0% |
| 3Y | +285.7% | +45.0% | +240.7% | +243.6% |
| All | +220.4% | +1.5% | +218.9% | +193.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling