+72.7%
GDXJ vs BBY
+260.8%
-188.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -6.2% | +0.7% | -6.9% | -6.3% |
| 30D | +4.6% | +5.8% | -1.1% | +3.7% |
| 3M | +31.3% | +18.0% | +13.3% | +27.9% |
| 6M | -10.7% | +39.8% | -50.5% | -15.4% |
| YTD | +9.1% | +35.4% | -26.3% | +3.5% |
| 1Y | +44.1% | +21.4% | +22.7% | +38.8% |
| 3Y | +285.4% | +39.5% | +245.9% | +255.2% |
| 5Y | +228.4% | -0.5% | +228.9% | +212.6% |
| 10Y | +226.5% | +240.0% | -13.5% | +164.0% |
| All | +72.7% | +260.8% | -188.1% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling