+215.1%
GDXJ vs DKS
+203.5%
+11.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.9% |
| 7D | -2.8% | -3.0% | +0.2% | -2.6% |
| 30D | +5.0% | -33.4% | +38.3% | +8.2% |
| 3M | +24.1% | -39.4% | +63.4% | +29.0% |
| 6M | -7.4% | -30.1% | +22.7% | -4.9% |
| YTD | +10.2% | -31.0% | +41.2% | +13.2% |
| 1Y | +42.5% | -40.2% | +82.7% | +48.0% |
| 3Y | +285.7% | +30.9% | +254.8% | +271.3% |
| 5Y | +231.9% | +14.0% | +217.8% | +216.5% |
| All | +215.1% | +203.5% | +11.6% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling