+285.7%
GDXJ vs BN
+70.0%
+215.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.9% |
| 7D | -2.8% | -5.2% | +2.4% | -0.4% |
| 30D | +5.0% | -14.5% | +19.4% | +12.6% |
| 3M | +24.1% | -15.0% | +39.1% | +33.6% |
| 6M | -7.4% | -5.4% | -1.9% | -4.4% |
| YTD | +10.2% | -16.4% | +26.7% | +18.7% |
| 1Y | +42.5% | -16.2% | +58.8% | +53.1% |
| 3Y | +285.7% | +67.5% | +218.2% | +187.2% |
| All | +285.7% | +70.0% | +215.8% | +187.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling