+79.5%
GDXJ vs DECK
+1,489.4%
-1,409.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.0% | -2.7% |
| 7D | +0.2% | -2.2% | +2.4% | +0.5% |
| 30D | +17.9% | -13.6% | +31.5% | +20.0% |
| 3M | +15.3% | -21.2% | +36.6% | +18.7% |
| 6M | -9.4% | -21.1% | +11.6% | -6.8% |
| YTD | +13.4% | -17.2% | +30.6% | +15.2% |
| 1Y | +59.7% | -30.7% | +90.4% | +65.3% |
| 3Y | +283.6% | -3.4% | +286.9% | +266.9% |
| 5Y | +217.6% | +25.5% | +192.1% | +186.7% |
| 10Y | +225.7% | +714.7% | -489.0% | +122.6% |
| All | +79.5% | +1,489.4% | -1,409.9% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling