+123.6%
GDXJ vs COMP
-10.9%
+134.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | -8.1% | 0.0% | -8.1% | -8.1% |
| 30D | -5.5% | +16.6% | -22.0% | -7.5% |
| 3M | -14.6% | -23.5% | +9.0% | -11.9% |
| 6M | -23.2% | +25.7% | -48.9% | -25.8% |
| YTD | -13.0% | -3.4% | -9.6% | -14.1% |
| 1Y | +2.8% | +7.6% | -4.8% | +0.2% |
| 3Y | +221.5% | +423.6% | -202.1% | +146.7% |
| All | +123.6% | -10.9% | +134.6% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling