+297.5%
GDXJ vs BUD
+44.4%
+253.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.2% |
| 7D | +0.9% | -1.3% | +2.3% | +1.4% |
| 30D | +8.8% | -6.1% | +15.0% | +11.4% |
| 3M | +29.8% | -3.8% | +33.6% | +31.2% |
| 6M | -5.8% | +8.2% | -14.0% | -10.0% |
| YTD | +13.6% | +23.6% | -10.0% | +2.8% |
| 1Y | +54.5% | +33.4% | +21.0% | +34.9% |
| All | +297.5% | +44.4% | +253.1% | +252.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling