+79.5%
GDXJ vs BN
+1,057.6%
-978.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +0.2% | -2.5% | +2.6% | +1.2% |
| 30D | +17.9% | -9.5% | +27.4% | +22.4% |
| 3M | +15.3% | -10.4% | +25.7% | +20.4% |
| 6M | -9.4% | -6.4% | -3.1% | -6.9% |
| YTD | +13.4% | -11.9% | +25.3% | +18.8% |
| 1Y | +59.7% | -8.6% | +68.3% | +64.8% |
| 3Y | +283.6% | +77.6% | +206.0% | +202.1% |
| 5Y | +217.6% | +37.0% | +180.6% | +168.9% |
| 10Y | +225.7% | +266.4% | -40.7% | +78.9% |
| All | +79.5% | +1,057.6% | -978.1% | -64.5% |
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