+220.4%
GDXJ vs DLTR
+30.4%
+190.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -2.8% | -10.1% | +7.3% | -1.7% |
| 30D | +5.0% | -8.1% | +13.1% | +5.9% |
| 3M | +24.1% | +2.9% | +21.2% | +23.3% |
| 6M | -7.4% | +4.3% | -11.7% | -8.4% |
| YTD | +10.2% | -3.9% | +14.2% | +9.7% |
| 1Y | +42.5% | +18.9% | +23.6% | +38.4% |
| 3Y | +285.7% | +1.9% | +283.8% | +274.5% |
| All | +220.4% | +30.4% | +190.0% | +243.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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