+285.7%
GDXJ vs BLK
+66.0%
+219.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.3% |
| 7D | -2.8% | -3.3% | +0.5% | -1.2% |
| 30D | +5.0% | -6.5% | +11.5% | +8.4% |
| 3M | +24.1% | +6.7% | +17.3% | +19.8% |
| 6M | -7.4% | +14.7% | -22.1% | -12.9% |
| YTD | +10.2% | +2.5% | +7.7% | +7.9% |
| 1Y | +42.5% | -2.8% | +45.3% | +42.7% |
| 3Y | +285.7% | +65.9% | +219.9% | +190.6% |
| All | +285.7% | +66.0% | +219.7% | +190.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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