+79.8%
GDXJ vs BND
+49.2%
+30.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.9% |
| 7D | +0.9% | -0.1% | +1.1% | +1.3% |
| 30D | +8.8% | -0.2% | +9.0% | +9.5% |
| 3M | +29.8% | -0.7% | +30.5% | +32.3% |
| 6M | -5.8% | -1.7% | -4.1% | -1.2% |
| YTD | +13.6% | -0.5% | +14.1% | +16.1% |
| 1Y | +54.5% | +0.4% | +54.1% | +54.7% |
| 3Y | +301.4% | +13.1% | +288.2% | +206.0% |
| 5Y | +236.3% | -2.1% | +238.4% | +263.6% |
| 10Y | +240.1% | +15.7% | +224.4% | +162.0% |
| All | +79.8% | +49.2% | +30.7% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling