+216.5%
GDXJ vs DOC
+15.7%
+200.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.6% |
| 7D | +13.4% | +6.5% | +7.0% | +11.3% |
| 30D | -1.3% | +9.2% | -10.4% | -4.1% |
| 3M | -1.5% | -2.5% | +1.0% | -0.8% |
| 6M | -12.2% | +7.1% | -19.3% | -14.4% |
| YTD | -5.3% | +33.0% | -38.3% | -13.9% |
| 1Y | +22.0% | +23.3% | -1.3% | +13.4% |
| 3Y | +224.9% | +44.9% | +180.0% | +185.6% |
| 5Y | +160.6% | -21.6% | +182.2% | +167.8% |
| All | +216.5% | +15.7% | +200.8% | +204.9% |
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