+74.5%
GDXJ vs BNY
+776.1%
-701.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | -2.8% | -1.3% | -1.5% | -2.5% |
| 30D | +5.0% | -0.2% | +5.1% | +4.9% |
| 3M | +24.1% | +14.9% | +9.1% | +20.1% |
| 6M | -7.4% | +40.0% | -47.3% | -14.2% |
| YTD | +10.2% | +42.0% | -31.8% | +1.9% |
| 1Y | +42.5% | +56.9% | -14.3% | +29.1% |
| 3Y | +285.7% | +289.9% | -4.1% | +187.3% |
| 5Y | +231.9% | +259.2% | -27.3% | +147.3% |
| 10Y | +230.0% | +413.3% | -183.3% | +116.5% |
| All | +74.5% | +776.1% | -701.6% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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