+79.8%
GDXJ vs DLTR
+620.0%
-540.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +1.8% |
| 7D | +0.9% | -10.2% | +11.2% | +2.1% |
| 30D | +8.8% | -8.5% | +17.3% | +9.7% |
| 3M | +29.8% | +5.6% | +24.3% | +28.8% |
| 6M | -5.8% | +2.2% | -8.0% | -6.5% |
| YTD | +13.6% | -3.8% | +17.4% | +13.3% |
| 1Y | +54.5% | +22.9% | +31.5% | +49.9% |
| 3Y | +301.4% | +2.0% | +299.3% | +290.7% |
| 5Y | +236.3% | +29.8% | +206.5% | +217.6% |
| 10Y | +240.1% | +45.0% | +195.1% | +214.3% |
| All | +79.8% | +620.0% | -540.1% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling