+123.6%
GDXJ vs BUD
+51.6%
+72.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.1% |
| 7D | -8.1% | +1.0% | -9.1% | -8.5% |
| 30D | -5.5% | +6.7% | -12.1% | -8.0% |
| 3M | -14.6% | +5.7% | -20.3% | -16.7% |
| 6M | -23.2% | +5.8% | -29.0% | -25.7% |
| YTD | -13.0% | +34.4% | -47.4% | -24.0% |
| 1Y | +2.8% | +33.3% | -30.5% | -10.0% |
| 3Y | +221.5% | +48.8% | +172.7% | +166.2% |
| All | +123.6% | +51.6% | +72.0% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling