+231.2%
GDXJ vs DAR
+311.7%
-80.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -8.1% | +11.6% | -19.6% | -10.4% |
| 30D | -5.5% | -10.2% | +4.8% | -3.3% |
| 3M | -14.6% | -14.8% | +0.3% | -11.9% |
| 6M | -23.2% | -10.1% | -13.1% | -22.2% |
| YTD | -13.0% | +55.5% | -68.5% | -23.3% |
| 1Y | +2.8% | +61.7% | -58.9% | -10.4% |
| 3Y | +221.5% | +37.2% | +184.3% | +180.2% |
| 5Y | +123.4% | -26.9% | +150.3% | +125.9% |
| All | +231.2% | +311.7% | -80.5% | +118.4% |
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