+300.7%
GDXJ vs DAL
+101.4%
+199.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.8% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +17.9% | -13.9% | +31.8% | +21.0% |
| 3M | +15.3% | +1.1% | +14.2% | +14.9% |
| 6M | -9.4% | +26.2% | -35.7% | -13.1% |
| YTD | +13.4% | +16.4% | -3.0% | +9.8% |
| 1Y | +59.7% | +33.9% | +25.8% | +51.4% |
| All | +300.7% | +101.4% | +199.3% | +235.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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