+220.4%
GDXJ vs BND
-2.6%
+223.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.2% |
| 7D | -2.8% | -1.0% | -1.8% | -0.7% |
| 30D | +5.0% | -1.1% | +6.1% | +7.6% |
| 3M | +24.1% | -1.9% | +25.9% | +29.4% |
| 6M | -7.4% | -1.6% | -5.7% | -3.2% |
| YTD | +10.2% | -1.2% | +11.5% | +14.2% |
| 1Y | +42.5% | -0.7% | +43.3% | +46.2% |
| 3Y | +285.7% | +12.5% | +273.2% | +208.1% |
| All | +220.4% | -2.6% | +223.0% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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