+128.6%
GDXJ vs BIYA
-99.8%
+228.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.0% |
| 7D | -6.2% | -1.3% | -4.9% | -6.2% |
| 30D | +4.6% | -15.9% | +20.6% | +4.3% |
| 3M | +31.3% | -81.2% | +112.5% | +29.4% |
| 6M | -10.7% | -88.2% | +77.6% | -9.4% |
| YTD | +9.1% | -94.1% | +103.2% | +9.9% |
| 1Y | +44.1% | -98.7% | +142.8% | +44.5% |
| All | +128.6% | -99.8% | +228.4% | +129.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling