+166.5%
GDXJ vs DECK
+30.0%
+136.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.3% | +0.6% | +4.5% |
| 7D | +16.4% | +6.4% | +10.0% | +15.7% |
| 30D | -1.2% | +9.1% | -10.3% | -2.0% |
| 3M | -3.9% | -7.2% | +3.3% | -3.3% |
| 6M | -10.2% | -9.9% | -0.2% | -9.5% |
| YTD | -0.6% | -12.8% | +12.1% | +0.2% |
| 1Y | +24.3% | +10.6% | +13.7% | +22.3% |
| 3Y | +257.4% | -13.8% | +271.2% | +248.8% |
| 5Y | +166.5% | +27.6% | +138.9% | +139.9% |
| All | +166.5% | +30.0% | +136.5% | +139.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling