+45.8%
GDXJ vs DECK
+1,525.1%
-1,479.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.7% |
| 7D | +3.8% | +6.0% | -2.2% | +3.1% |
| 30D | -7.7% | +7.4% | -15.2% | -8.5% |
| 3M | -4.3% | -11.7% | +7.4% | -2.8% |
| 6M | -7.4% | -11.0% | +3.6% | -6.2% |
| YTD | -7.9% | -15.4% | +7.5% | -6.7% |
| 1Y | +19.1% | +7.2% | +11.9% | +16.7% |
| 3Y | +212.2% | -11.8% | +224.0% | +203.5% |
| 5Y | +153.5% | +24.3% | +129.2% | +129.9% |
| 10Y | +194.7% | +907.5% | -712.8% | +96.2% |
| All | +45.8% | +1,525.1% | -1,479.3% | -36.6% |
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