+215.1%
GDXJ vs DE
+863.9%
-648.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -2.8% | -2.6% | -0.2% | -2.2% |
| 30D | +5.0% | +9.0% | -4.1% | +2.6% |
| 3M | +24.1% | +19.1% | +4.9% | +18.4% |
| 6M | -7.4% | +14.4% | -21.7% | -10.7% |
| YTD | +10.2% | +45.9% | -35.7% | +0.3% |
| 1Y | +42.5% | +43.6% | -1.1% | +29.8% |
| 3Y | +285.7% | +75.9% | +209.8% | +229.4% |
| 5Y | +231.9% | +98.8% | +133.1% | +171.9% |
| All | +215.1% | +863.9% | -648.8% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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