+231.2%
GDXJ vs DOC
+20.6%
+210.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -8.1% | -1.4% | -6.7% | -7.6% |
| 30D | -5.5% | +7.2% | -12.7% | -7.6% |
| 3M | -14.6% | -2.5% | -12.1% | -13.9% |
| 6M | -23.2% | +5.3% | -28.5% | -24.7% |
| YTD | -13.0% | +31.2% | -44.1% | -20.5% |
| 1Y | +2.8% | +21.9% | -19.2% | -4.0% |
| 3Y | +221.5% | +53.9% | +167.5% | +178.4% |
| 5Y | +123.4% | -21.7% | +145.1% | +129.8% |
| All | +231.2% | +20.6% | +210.6% | +220.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling