+228.4%
GDXJ vs DLR
+39.0%
+189.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.2% |
| 7D | -6.2% | -1.3% | -4.9% | -5.7% |
| 30D | +4.6% | -2.9% | +7.5% | +5.8% |
| 3M | +31.3% | +3.2% | +28.0% | +29.1% |
| 6M | -10.7% | +3.9% | -14.6% | -11.9% |
| YTD | +9.1% | +21.4% | -12.4% | +1.2% |
| 1Y | +44.1% | +9.7% | +34.4% | +38.8% |
| 3Y | +285.4% | +56.5% | +228.8% | +215.6% |
| 5Y | +228.4% | +41.5% | +186.9% | +172.8% |
| All | +228.4% | +39.0% | +189.4% | +172.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling