+297.5%
GDXJ vs BP
+37.6%
+259.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.4% | +1.0% |
| 7D | +0.9% | +4.0% | -3.0% | +0.2% |
| 30D | +8.8% | +7.8% | +1.0% | +7.1% |
| 3M | +29.8% | +8.4% | +21.5% | +27.2% |
| 6M | -5.8% | +15.1% | -20.9% | -11.4% |
| YTD | +13.6% | +36.4% | -22.8% | +0.2% |
| 1Y | +54.5% | +40.9% | +13.6% | +33.8% |
| All | +297.5% | +37.6% | +259.9% | +244.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling