+123.6%
GDXJ vs BP
+113.6%
+10.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -8.1% | +3.8% | -11.9% | -9.0% |
| 30D | -5.5% | -5.3% | -0.2% | -4.5% |
| 3M | -14.6% | +9.3% | -23.8% | -17.5% |
| 6M | -23.2% | +7.2% | -30.4% | -25.9% |
| YTD | -13.0% | +38.0% | -51.0% | -25.1% |
| 1Y | +2.8% | +33.2% | -30.5% | -10.5% |
| 3Y | +221.5% | +50.3% | +171.2% | +162.3% |
| All | +123.6% | +113.6% | +10.0% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling