+47.9%
GDXJ vs D
+277.2%
-229.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.1% |
| 7D | +11.8% | +2.4% | +9.4% | +10.8% |
| 30D | -7.1% | +10.9% | -18.0% | -11.0% |
| 3M | -10.5% | +2.8% | -13.4% | -11.7% |
| 6M | -15.5% | +12.7% | -28.2% | -20.0% |
| YTD | -6.6% | +20.3% | -26.9% | -13.8% |
| 1Y | +11.3% | +17.1% | -5.8% | +3.6% |
| 3Y | +242.0% | +75.1% | +166.8% | +165.3% |
| 5Y | +147.7% | +13.1% | +134.5% | +127.9% |
| 10Y | +233.7% | +48.3% | +185.4% | +151.7% |
| All | +47.9% | +277.2% | -229.3% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling