+59.7%
GDXJ vs COMP
+22.2%
+37.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | +0.2% | +1.4% | -1.2% | -0.1% |
| 30D | +17.9% | -13.3% | +31.2% | +21.1% |
| 3M | +15.3% | +41.1% | -25.8% | +7.0% |
| 6M | -9.4% | +17.2% | -26.6% | -16.1% |
| YTD | +13.4% | +5.2% | +8.2% | +6.3% |
| 1Y | +59.7% | +18.9% | +40.7% | +54.0% |
| All | +59.7% | +22.2% | +37.5% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling