+220.4%
GDXJ vs BLK
+32.0%
+188.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.3% |
| 7D | -2.8% | -3.3% | +0.5% | -1.3% |
| 30D | +5.0% | -6.5% | +11.5% | +8.2% |
| 3M | +24.1% | +6.7% | +17.3% | +20.1% |
| 6M | -7.4% | +14.7% | -22.1% | -12.7% |
| YTD | +10.2% | +2.5% | +7.7% | +8.4% |
| 1Y | +42.5% | -2.8% | +45.3% | +43.4% |
| 3Y | +285.7% | +65.9% | +219.9% | +200.6% |
| All | +220.4% | +32.0% | +188.4% | +153.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling