+239.3%
GDXJ vs BN
+102.0%
+137.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.3% |
| 7D | +0.3% | -2.4% | +2.7% | +1.5% |
| 30D | -7.4% | +13.5% | -21.0% | -12.9% |
| 3M | -11.9% | -5.9% | -5.9% | -9.5% |
| 6M | -19.3% | -8.9% | -10.4% | -15.8% |
| YTD | -8.1% | -7.9% | -0.3% | -5.5% |
| 1Y | +9.1% | -8.3% | +17.3% | +12.4% |
| All | +239.3% | +102.0% | +137.3% | +107.4% |
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