+79.8%
GDXJ vs BHP
+244.6%
-164.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.2% |
| 7D | +0.9% | +0.9% | 0.0% | +0.3% |
| 30D | +8.8% | +4.0% | +4.8% | +6.3% |
| 3M | +29.8% | +11.3% | +18.6% | +22.2% |
| 6M | -5.8% | +29.3% | -35.1% | -18.5% |
| YTD | +13.6% | +59.2% | -45.6% | -13.0% |
| 1Y | +54.5% | +80.8% | -26.4% | +9.7% |
| 3Y | +301.4% | +88.0% | +213.4% | +175.1% |
| 5Y | +236.3% | +126.6% | +109.7% | +101.1% |
| 10Y | +240.1% | +515.7% | -275.6% | -0.2% |
| All | +79.8% | +244.6% | -164.8% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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