+324.6%
GDXJ vs DBX
+22.6%
+302.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | -2.8% | +2.1% | -4.9% | -3.1% |
| 30D | +5.0% | +5.7% | -0.8% | +4.1% |
| 3M | +24.1% | +31.8% | -7.7% | +19.2% |
| 6M | -7.4% | +37.5% | -44.8% | -12.1% |
| YTD | +10.2% | +27.9% | -17.7% | +5.7% |
| 1Y | +42.5% | +15.0% | +27.5% | +38.6% |
| 3Y | +285.7% | +27.2% | +258.5% | +263.5% |
| 5Y | +231.9% | +12.8% | +219.1% | +210.1% |
| All | +324.6% | +22.6% | +302.0% | +281.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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