+281.7%
GDXJ vs DBX
+25.2%
+256.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.1% |
| 7D | -6.2% | -1.8% | -4.4% | -6.1% |
| 30D | +4.6% | +2.8% | +1.8% | +4.4% |
| 3M | +31.3% | +26.8% | +4.5% | +28.7% |
| 6M | -10.7% | +32.8% | -43.4% | -13.0% |
| YTD | +9.1% | +26.1% | -17.0% | +7.0% |
| 1Y | +44.1% | +14.1% | +30.0% | +43.2% |
| All | +281.7% | +25.2% | +256.5% | +272.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling