+79.5%
GDXJ vs DAR
+836.6%
-757.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | +0.2% | +1.4% | -1.2% | -0.3% |
| 30D | +17.9% | +12.8% | +5.1% | +13.3% |
| 3M | +15.3% | +7.4% | +7.9% | +12.0% |
| 6M | -9.4% | +22.3% | -31.7% | -15.7% |
| YTD | +13.4% | +81.1% | -67.7% | -5.7% |
| 1Y | +59.7% | +106.5% | -46.8% | +26.9% |
| 3Y | +283.6% | +5.3% | +278.3% | +256.4% |
| 5Y | +217.6% | -11.5% | +229.1% | +201.1% |
| 10Y | +225.7% | +353.3% | -127.7% | +68.3% |
| All | +79.5% | +836.6% | -757.1% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling