+211.8%
GDXJ vs DAR
+375.1%
-163.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.6% |
| 7D | -6.2% | +0.9% | -7.2% | -6.4% |
| 30D | +4.6% | +6.4% | -1.8% | +2.7% |
| 3M | +31.3% | +13.2% | +18.0% | +26.4% |
| 6M | -10.7% | +26.2% | -36.9% | -16.6% |
| YTD | +9.1% | +84.4% | -75.3% | -7.4% |
| 1Y | +44.1% | +112.0% | -67.9% | +17.5% |
| 3Y | +285.4% | +13.4% | +272.0% | +257.1% |
| 5Y | +228.4% | -6.0% | +234.4% | +212.1% |
| All | +211.8% | +375.1% | -163.3% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling