+77.5%
GDXJ vs BP
+84.7%
-7.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -2.1% |
| 7D | +4.3% | +0.9% | +3.4% | +3.9% |
| 30D | +8.4% | +9.1% | -0.7% | +4.7% |
| 3M | +25.5% | +3.9% | +21.6% | +22.6% |
| 6M | -6.3% | +13.6% | -20.0% | -12.9% |
| YTD | +12.1% | +34.0% | -21.9% | -2.5% |
| 1Y | +51.1% | +39.2% | +11.9% | +28.9% |
| 3Y | +296.1% | +36.4% | +259.7% | +235.7% |
| 5Y | +228.1% | +135.8% | +92.3% | +118.0% |
| 10Y | +211.8% | +125.0% | +86.8% | +90.6% |
| All | +77.5% | +84.7% | -7.3% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling