+37.8%
GDXJ vs BUD
+155.3%
-117.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -8.1% | +1.0% | -9.1% | -8.4% |
| 30D | -5.5% | +6.7% | -12.1% | -7.6% |
| 3M | -14.6% | +5.7% | -20.3% | -16.4% |
| 6M | -23.2% | +5.8% | -29.0% | -25.2% |
| YTD | -13.0% | +34.4% | -47.4% | -21.8% |
| 1Y | +2.8% | +33.3% | -30.5% | -7.5% |
| 3Y | +221.5% | +48.8% | +172.7% | +177.1% |
| 5Y | +123.4% | +52.5% | +70.8% | +88.2% |
| 10Y | +238.2% | -4.0% | +242.1% | +215.6% |
| All | +37.8% | +155.3% | -117.5% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling