+37.8%
GDXJ vs BN
+1,078.7%
-1,040.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | -8.1% | -1.0% | -7.1% | -7.7% |
| 30D | -5.5% | +14.0% | -19.4% | -10.1% |
| 3M | -14.6% | -9.0% | -5.5% | -11.3% |
| 6M | -23.2% | -8.8% | -14.4% | -20.3% |
| YTD | -13.0% | -10.3% | -2.7% | -9.3% |
| 1Y | +2.8% | -5.8% | +8.6% | +5.2% |
| 3Y | +221.5% | +94.8% | +126.7% | +145.6% |
| 5Y | +123.4% | +31.5% | +91.9% | +92.1% |
| 10Y | +238.2% | +291.9% | -53.7% | +80.3% |
| All | +37.8% | +1,078.7% | -1,040.9% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling