+123.6%
GDXJ vs BN
+31.1%
+92.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.2% |
| 7D | -8.1% | -1.0% | -7.1% | -7.6% |
| 30D | -5.5% | +14.0% | -19.4% | -11.0% |
| 3M | -14.6% | -9.0% | -5.5% | -10.7% |
| 6M | -23.2% | -8.8% | -14.4% | -19.7% |
| YTD | -13.0% | -10.3% | -2.7% | -8.9% |
| 1Y | +2.8% | -5.8% | +8.6% | +5.4% |
| 3Y | +221.5% | +94.8% | +126.7% | +126.2% |
| All | +123.6% | +31.1% | +92.6% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling