+199.5%
GDXJ vs COMP
-49.7%
+249.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +0.9% | +0.8% | +0.1% | +0.8% |
| 30D | +8.8% | -13.9% | +22.7% | +10.7% |
| 3M | +29.8% | +30.7% | -0.9% | +25.5% |
| 6M | -5.8% | +18.7% | -24.5% | -8.5% |
| YTD | +13.6% | +1.0% | +12.6% | +11.8% |
| 1Y | +54.5% | +15.1% | +39.4% | +49.3% |
| 3Y | +301.4% | +219.8% | +81.6% | +229.4% |
| 5Y | +236.3% | -28.7% | +265.0% | +175.9% |
| All | +199.5% | -49.7% | +249.2% | +154.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling