+45.4%
GDXJ vs BN
+1,110.1%
-1,064.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | +0.3% | -2.4% | +2.7% | +1.2% |
| 30D | -7.4% | +13.5% | -21.0% | -11.8% |
| 3M | -11.9% | -5.9% | -5.9% | -9.8% |
| 6M | -19.3% | -8.9% | -10.4% | -16.2% |
| YTD | -8.1% | -7.9% | -0.3% | -5.3% |
| 1Y | +9.1% | -8.3% | +17.3% | +12.6% |
| 3Y | +236.2% | +100.8% | +135.4% | +153.8% |
| 5Y | +136.3% | +38.2% | +98.1% | +99.5% |
| 10Y | +256.9% | +302.3% | -45.4% | +88.3% |
| All | +45.4% | +1,110.1% | -1,064.6% | -71.7% |
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