+231.2%
GDXJ vs BP
+143.9%
+87.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -8.1% | +3.8% | -11.9% | -9.1% |
| 30D | -5.5% | -5.3% | -0.2% | -4.3% |
| 3M | -14.6% | +9.3% | -23.8% | -17.6% |
| 6M | -23.2% | +7.2% | -30.4% | -26.0% |
| YTD | -13.0% | +38.0% | -51.0% | -24.1% |
| 1Y | +2.8% | +33.2% | -30.5% | -9.4% |
| 3Y | +221.5% | +50.3% | +171.2% | +168.5% |
| 5Y | +123.4% | +114.1% | +9.3% | +62.6% |
| All | +231.2% | +143.9% | +87.3% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling