+271.6%
GDXJ vs BOXX
+18.5%
+253.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | +5.0% | +0.3% | +4.6% | +4.5% |
| 3M | +24.1% | +1.0% | +23.0% | +21.1% |
| 6M | -7.4% | +1.9% | -9.3% | -12.0% |
| YTD | +10.2% | +2.7% | +7.5% | +3.0% |
| 1Y | +42.5% | +4.0% | +38.5% | +31.7% |
| 3Y | +285.7% | +14.7% | +271.1% | +302.0% |
| All | +271.6% | +18.5% | +253.1% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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