+74.5%
GDXJ vs DGX
+442.2%
-367.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.6% |
| 7D | -2.8% | -0.9% | -1.9% | -2.6% |
| 30D | +5.0% | -1.2% | +6.1% | +5.4% |
| 3M | +24.1% | +15.8% | +8.3% | +19.5% |
| 6M | -7.4% | +18.2% | -25.5% | -11.4% |
| YTD | +10.2% | +37.2% | -27.0% | +1.2% |
| 1Y | +42.5% | +30.4% | +12.2% | +32.5% |
| 3Y | +285.7% | +96.7% | +189.0% | +219.6% |
| 5Y | +231.9% | +67.2% | +164.7% | +183.7% |
| 10Y | +230.0% | +253.9% | -23.9% | +124.1% |
| All | +74.5% | +442.2% | -367.7% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling