+77.5%
GDXJ vs DG
+577.8%
-500.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.9% | -0.6% |
| 7D | +4.3% | -2.5% | +6.8% | +4.6% |
| 30D | +8.4% | +1.0% | +7.4% | +8.2% |
| 3M | +25.5% | +20.3% | +5.2% | +21.9% |
| 6M | -6.3% | -11.7% | +5.4% | -5.1% |
| YTD | +12.1% | -2.3% | +14.4% | +12.1% |
| 1Y | +51.1% | +20.0% | +31.0% | +46.6% |
| 3Y | +296.1% | +7.2% | +288.8% | +282.4% |
| 5Y | +228.1% | -37.9% | +266.0% | +236.9% |
| 10Y | +211.8% | +107.3% | +104.5% | +194.5% |
| All | +77.5% | +577.8% | -500.2% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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