+215.1%
GDXJ vs BN
+265.2%
-50.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.9% |
| 7D | -2.8% | -5.2% | +2.4% | -0.9% |
| 30D | +5.0% | -14.5% | +19.4% | +11.0% |
| 3M | +24.1% | -15.0% | +39.1% | +31.6% |
| 6M | -7.4% | -5.4% | -1.9% | -5.1% |
| YTD | +10.2% | -16.4% | +26.7% | +17.4% |
| 1Y | +42.5% | -16.2% | +58.8% | +51.5% |
| 3Y | +285.7% | +67.5% | +218.2% | +216.5% |
| 5Y | +231.9% | +34.1% | +197.7% | +185.9% |
| All | +215.1% | +265.2% | -50.1% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling