+221.5%
GDXJ vs COMP
+423.6%
-202.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.9% |
| 7D | -8.1% | 0.0% | -8.1% | -8.1% |
| 30D | -5.5% | +16.6% | -22.0% | -7.7% |
| 3M | -14.6% | -23.5% | +9.0% | -11.7% |
| 6M | -23.2% | +25.7% | -48.9% | -26.0% |
| YTD | -13.0% | -3.4% | -9.6% | -14.8% |
| 1Y | +2.8% | +7.6% | -4.8% | -0.4% |
| 3Y | +221.5% | +423.6% | -202.1% | +134.0% |
| All | +221.5% | +423.6% | -202.1% | +134.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling