+49.9%
GDXJ vs DAL
+1,200.9%
-1,151.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.7% | +2.5% |
| 7D | +13.4% | +8.8% | +4.7% | +12.3% |
| 30D | -1.3% | +5.4% | -6.7% | -1.9% |
| 3M | -1.5% | -4.9% | +3.4% | -1.0% |
| 6M | -12.2% | +19.8% | -32.1% | -14.2% |
| YTD | -5.3% | +27.0% | -32.3% | -8.3% |
| 1Y | +22.0% | +52.5% | -30.5% | +15.7% |
| 3Y | +224.9% | +173.8% | +51.1% | +183.0% |
| 5Y | +160.6% | +104.5% | +56.1% | +131.0% |
| 10Y | +203.0% | +129.7% | +73.3% | +156.9% |
| All | +49.9% | +1,200.9% | -1,151.0% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling