+215.1%
GDXJ vs BP
+137.7%
+77.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | -2.8% | +5.2% | -8.0% | -4.4% |
| 30D | +5.0% | +8.7% | -3.7% | +2.1% |
| 3M | +24.1% | +9.3% | +14.7% | +19.7% |
| 6M | -7.4% | +13.6% | -20.9% | -12.8% |
| YTD | +10.2% | +37.7% | -27.4% | -3.2% |
| 1Y | +42.5% | +40.6% | +1.9% | +23.8% |
| 3Y | +285.7% | +40.3% | +245.4% | +231.1% |
| 5Y | +231.9% | +141.4% | +90.4% | +133.0% |
| All | +215.1% | +137.7% | +77.4% | +83.3% |
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