+199.0%
GDXJ vs COMP
-47.7%
+246.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | +0.2% | +1.4% | -1.2% | 0.0% |
| 30D | +17.9% | -13.3% | +31.2% | +19.8% |
| 3M | +15.3% | +41.1% | -25.8% | +10.5% |
| 6M | -9.4% | +17.2% | -26.6% | -12.0% |
| YTD | +13.4% | +5.2% | +8.2% | +11.1% |
| 1Y | +59.7% | +18.9% | +40.7% | +53.7% |
| 3Y | +283.6% | +215.9% | +67.7% | +214.9% |
| 5Y | +217.6% | -31.2% | +248.8% | +158.9% |
| All | +199.0% | -47.7% | +246.6% | +152.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling