+77.5%
GDXJ vs DLR
+684.8%
-607.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.3% |
| 7D | +4.3% | +3.4% | +0.9% | +3.2% |
| 30D | +8.4% | -2.2% | +10.7% | +9.2% |
| 3M | +25.5% | +4.7% | +20.8% | +23.3% |
| 6M | -6.3% | +9.0% | -15.3% | -8.8% |
| YTD | +12.1% | +24.1% | -12.0% | +4.7% |
| 1Y | +51.1% | +20.9% | +30.1% | +42.1% |
| 3Y | +296.1% | +60.0% | +236.0% | +237.0% |
| 5Y | +228.1% | +35.3% | +192.8% | +187.5% |
| 10Y | +211.8% | +165.8% | +46.1% | +107.6% |
| All | +77.5% | +684.8% | -607.3% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling