+130.8%
GDXJ vs COMP
-52.8%
+183.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.1% | -2.5% | -4.4% |
| 7D | -4.9% | +8.9% | -13.8% | -5.9% |
| 30D | -10.0% | +14.0% | -23.9% | -11.5% |
| 3M | -16.6% | -21.1% | +4.5% | -14.5% |
| 6M | -23.3% | +20.1% | -43.4% | -25.3% |
| YTD | -12.4% | -5.0% | -7.4% | -13.4% |
| 1Y | +0.5% | +5.7% | -5.2% | -1.7% |
| 3Y | +220.5% | +412.2% | -191.8% | +150.8% |
| 5Y | +124.7% | -12.1% | +136.8% | +86.0% |
| All | +130.8% | -52.8% | +183.6% | +96.8% |
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