+285.7%
GDXJ vs BG
+18.0%
+267.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | -2.8% | +3.1% | -5.9% | -3.3% |
| 30D | +5.0% | +10.2% | -5.3% | +3.2% |
| 3M | +24.1% | -1.7% | +25.7% | +24.3% |
| 6M | -7.4% | +1.0% | -8.3% | -8.0% |
| YTD | +10.2% | +39.9% | -29.7% | +3.1% |
| 1Y | +42.5% | +53.2% | -10.7% | +31.3% |
| 3Y | +285.7% | +16.3% | +269.4% | +272.1% |
| All | +285.7% | +18.0% | +267.7% | +272.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling