+42.5%
GDXJ vs DLR
+11.7%
+30.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | +0.1% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | +5.0% | -4.3% | +9.3% | +7.4% |
| 3M | +24.1% | +3.8% | +20.2% | +20.8% |
| 6M | -7.4% | +5.8% | -13.2% | -9.4% |
| YTD | +10.2% | +23.5% | -13.3% | +0.6% |
| 1Y | +42.5% | +11.1% | +31.5% | +35.3% |
| All | +42.5% | +11.7% | +30.9% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling