+72.7%
GDXJ vs BLK
+603.9%
-531.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | -6.2% | -5.2% | -1.0% | -4.5% |
| 30D | +4.6% | -7.0% | +11.7% | +7.2% |
| 3M | +31.3% | +5.7% | +25.6% | +28.7% |
| 6M | -10.7% | +11.0% | -21.7% | -13.7% |
| YTD | +9.1% | +0.9% | +8.2% | +8.5% |
| 1Y | +44.1% | -1.6% | +45.7% | +44.7% |
| 3Y | +285.4% | +64.5% | +220.9% | +223.3% |
| 5Y | +228.4% | +30.9% | +197.5% | +190.9% |
| 10Y | +226.5% | +275.1% | -48.6% | +101.9% |
| All | +72.7% | +603.9% | -531.2% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling