+149.6%
GDXJ vs COMP
-52.0%
+201.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.7% | -7.9% | +1.5% |
| 7D | +13.4% | +13.4% | 0.0% | +11.6% |
| 30D | -1.3% | +11.1% | -12.4% | -2.7% |
| 3M | -1.5% | -18.8% | +17.3% | +0.6% |
| 6M | -12.2% | +10.5% | -22.7% | -13.8% |
| YTD | -5.3% | -3.4% | -1.9% | -6.5% |
| 1Y | +22.0% | +19.7% | +2.3% | +17.7% |
| 3Y | +224.9% | +381.6% | -156.7% | +155.7% |
| 5Y | +160.6% | -17.6% | +178.2% | +115.3% |
| All | +149.6% | -52.0% | +201.6% | +112.3% |
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