+215.1%
GDXJ vs BDX
+59.3%
+155.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.8% |
| 7D | -2.8% | -3.2% | +0.4% | -1.9% |
| 30D | +5.0% | -2.5% | +7.5% | +5.8% |
| 3M | +24.1% | +21.4% | +2.7% | +17.5% |
| 6M | -7.4% | +10.4% | -17.8% | -10.0% |
| YTD | +10.2% | +18.8% | -8.6% | +4.8% |
| 1Y | +42.5% | +21.7% | +20.9% | +34.5% |
| 3Y | +285.7% | -10.0% | +295.7% | +293.0% |
| 5Y | +231.9% | -1.8% | +233.7% | +227.7% |
| All | +215.1% | +59.3% | +155.8% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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