+233.2%
GDXJ vs DOC
+21.5%
+211.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.4% | -4.3% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -10.0% | +6.6% | -16.5% | -11.8% |
| 3M | -16.6% | -1.1% | -15.5% | -16.3% |
| 6M | -23.3% | +4.8% | -28.1% | -24.6% |
| YTD | -12.4% | +32.1% | -44.5% | -20.2% |
| 1Y | +0.5% | +21.9% | -21.4% | -6.2% |
| 3Y | +220.5% | +51.4% | +169.1% | +178.8% |
| 5Y | +124.7% | -21.2% | +145.9% | +130.7% |
| All | +233.2% | +21.5% | +211.8% | +221.6% |
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