+285.7%
GDXJ vs DGX
+96.4%
+189.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.7% |
| 7D | -2.8% | -0.9% | -1.9% | -2.6% |
| 30D | +5.0% | -1.2% | +6.1% | +5.3% |
| 3M | +24.1% | +15.8% | +8.3% | +21.1% |
| 6M | -7.4% | +18.2% | -25.5% | -10.1% |
| YTD | +10.2% | +37.2% | -27.0% | +3.0% |
| 1Y | +42.5% | +30.4% | +12.2% | +34.9% |
| 3Y | +285.7% | +96.7% | +189.0% | +210.8% |
| All | +285.7% | +96.4% | +189.3% | +210.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling