+216.5%
GDXJ vs DECK
+874.1%
-657.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.0% |
| 7D | +13.4% | +5.8% | +7.7% | +12.7% |
| 30D | -1.3% | +7.9% | -9.2% | -2.2% |
| 3M | -1.5% | -11.4% | +9.9% | -0.1% |
| 6M | -12.2% | -16.6% | +4.3% | -10.4% |
| YTD | -5.3% | -16.4% | +11.1% | -3.9% |
| 1Y | +22.0% | +8.6% | +13.3% | +19.4% |
| 3Y | +224.9% | -15.1% | +240.1% | +216.2% |
| 5Y | +160.6% | +22.9% | +137.8% | +134.4% |
| All | +216.5% | +874.1% | -657.6% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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