+223.4%
GDXJ vs DAR
+32.2%
+191.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.2% | -6.9% | -4.9% |
| 7D | -4.9% | +9.2% | -14.1% | -5.9% |
| 30D | -10.0% | -12.3% | +2.3% | -8.7% |
| 3M | -16.6% | -12.7% | -3.9% | -15.6% |
| 6M | -23.3% | -12.8% | -10.5% | -22.4% |
| YTD | -12.4% | +53.8% | -66.2% | -19.3% |
| 1Y | +0.5% | +60.3% | -59.8% | -8.0% |
| All | +223.4% | +32.2% | +191.2% | +214.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling