+135.0%
GDXJ vs BIYA
-99.8%
+234.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +4.3% | +2.7% | +1.6% | +4.4% |
| 30D | +8.4% | -18.7% | +27.1% | +8.0% |
| 3M | +25.5% | -72.0% | +97.5% | +24.9% |
| 6M | -6.3% | -86.4% | +80.0% | -4.8% |
| YTD | +12.1% | -94.2% | +106.3% | +13.0% |
| 1Y | +51.1% | -98.4% | +149.5% | +51.7% |
| All | +135.0% | -99.8% | +234.7% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BIYA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling