+331.9%
GDXJ vs DBX
+16.6%
+315.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.8% | -0.8% |
| 7D | +4.3% | -1.3% | +5.6% | +4.5% |
| 30D | +8.4% | -2.9% | +11.3% | +8.8% |
| 3M | +25.5% | +23.8% | +1.7% | +21.6% |
| 6M | -6.3% | +26.2% | -32.5% | -10.0% |
| YTD | +12.1% | +21.6% | -9.5% | +8.2% |
| 1Y | +51.1% | +11.4% | +39.6% | +47.4% |
| 3Y | +296.1% | +21.3% | +274.8% | +275.7% |
| 5Y | +228.1% | +6.7% | +221.5% | +208.9% |
| All | +331.9% | +16.6% | +315.3% | +290.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling