+79.5%
GDXJ vs DD
+332.6%
-253.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.8% | -2.6% |
| 7D | +0.2% | -3.5% | +3.7% | +1.5% |
| 30D | +17.9% | -10.3% | +28.2% | +22.7% |
| 3M | +15.3% | -7.5% | +22.9% | +19.1% |
| 6M | -9.4% | -8.0% | -1.4% | -6.1% |
| YTD | +13.4% | +10.5% | +2.9% | +10.6% |
| 1Y | +59.7% | +38.3% | +21.4% | +43.4% |
| 3Y | +283.6% | +42.5% | +241.1% | +233.6% |
| 5Y | +217.6% | +60.2% | +157.4% | +159.5% |
| 10Y | +225.7% | +68.9% | +156.8% | +131.8% |
| All | +79.5% | +332.6% | -253.1% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling