+233.7%
GDXJ vs DECK
+870.0%
-636.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.9% |
| 7D | +11.8% | +6.8% | +5.0% | +10.9% |
| 30D | -7.1% | +8.3% | -15.4% | -8.0% |
| 3M | -10.5% | -7.9% | -2.7% | -9.7% |
| 6M | -15.5% | -10.6% | -4.9% | -14.5% |
| YTD | -6.6% | -13.4% | +6.8% | -5.6% |
| 1Y | +11.3% | +12.5% | -1.1% | +8.5% |
| 3Y | +242.0% | -14.9% | +256.8% | +232.9% |
| 5Y | +147.7% | +27.5% | +120.2% | +121.3% |
| 10Y | +233.7% | +839.4% | -605.7% | +151.4% |
| All | +233.7% | +870.0% | -636.3% | +151.4% |
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