+228.5%
GDXJ vs DOC
+21.1%
+207.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.8% | +3.2% | +4.4% |
| 7D | +16.4% | +5.9% | +10.5% | +14.4% |
| 30D | -1.2% | +10.3% | -11.5% | -4.3% |
| 3M | -3.9% | -2.2% | -1.7% | -3.3% |
| 6M | -10.2% | +8.2% | -18.4% | -12.7% |
| YTD | -0.6% | +35.4% | -36.0% | -10.2% |
| 1Y | +24.3% | +23.6% | +0.7% | +15.5% |
| 3Y | +257.4% | +57.3% | +200.1% | +206.8% |
| 5Y | +166.5% | -19.6% | +186.1% | +171.9% |
| 10Y | +228.5% | +20.8% | +207.7% | +204.5% |
| All | +228.5% | +21.1% | +207.4% | +204.5% |
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