+215.1%
GDXJ vs DD
+66.6%
+148.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | -2.8% | -3.5% | +0.7% | -1.7% |
| 30D | +5.0% | -11.7% | +16.6% | +9.3% |
| 3M | +24.1% | -9.2% | +33.3% | +28.3% |
| 6M | -7.4% | -7.2% | -0.2% | -4.5% |
| YTD | +10.2% | +6.6% | +3.6% | +9.5% |
| 1Y | +42.5% | +32.0% | +10.5% | +33.1% |
| 3Y | +285.7% | +42.1% | +243.6% | +247.1% |
| 5Y | +231.9% | +58.1% | +173.8% | +184.6% |
| All | +215.1% | +66.6% | +148.5% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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