+296.1%
GDXJ vs D
+65.5%
+230.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.3% |
| 7D | +4.3% | +0.8% | +3.5% | +4.1% |
| 30D | +8.4% | -0.7% | +9.2% | +8.6% |
| 3M | +25.5% | +2.1% | +23.4% | +24.3% |
| 6M | -6.3% | +6.8% | -13.2% | -8.8% |
| YTD | +12.1% | +16.5% | -4.4% | +6.0% |
| 1Y | +51.1% | +19.2% | +31.9% | +41.5% |
| 3Y | +296.1% | +61.9% | +234.2% | +217.2% |
| All | +296.1% | +65.5% | +230.6% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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