+74.5%
GDXJ vs DHI
+1,277.0%
-1,202.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | +0.6% |
| 7D | -2.8% | -3.4% | +0.6% | -2.0% |
| 30D | +5.0% | -5.4% | +10.4% | +6.4% |
| 3M | +24.1% | -10.4% | +34.5% | +27.1% |
| 6M | -7.4% | -2.8% | -4.6% | -7.0% |
| YTD | +10.2% | -3.4% | +13.6% | +10.5% |
| 1Y | +42.5% | -22.9% | +65.4% | +49.9% |
| 3Y | +285.7% | +20.7% | +265.0% | +254.8% |
| 5Y | +231.9% | +62.1% | +169.7% | +177.5% |
| 10Y | +230.0% | +410.4% | -180.4% | +100.3% |
| All | +74.5% | +1,277.0% | -1,202.5% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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