+153.5%
GDXJ vs DECK
+25.8%
+127.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.7% |
| 7D | +3.8% | +6.0% | -2.2% | +3.2% |
| 30D | -7.7% | +7.4% | -15.2% | -8.3% |
| 3M | -4.3% | -11.7% | +7.4% | -3.3% |
| 6M | -7.4% | -11.0% | +3.6% | -6.5% |
| YTD | -7.9% | -15.4% | +7.5% | -6.9% |
| 1Y | +19.1% | +7.2% | +11.9% | +17.5% |
| 3Y | +212.2% | -11.8% | +224.0% | +203.2% |
| 5Y | +153.5% | +24.3% | +129.2% | +129.1% |
| All | +153.5% | +25.8% | +127.7% | +129.1% |
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