+211.8%
GDXJ vs BUD
-22.8%
+234.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | -6.2% | -3.2% | -3.0% | -5.3% |
| 30D | +4.6% | -3.7% | +8.3% | +5.7% |
| 3M | +31.3% | -4.4% | +35.7% | +32.7% |
| 6M | -10.7% | +7.7% | -18.4% | -13.1% |
| YTD | +9.1% | +23.1% | -14.0% | +2.0% |
| 1Y | +44.1% | +33.6% | +10.5% | +31.1% |
| 3Y | +285.4% | +44.7% | +240.7% | +241.5% |
| 5Y | +228.4% | +44.9% | +183.5% | +186.7% |
| All | +211.8% | -22.8% | +234.6% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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