+45.0%
GDXJ vs DOC
+87.9%
-42.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.1% | +6.5% | +8.5% |
| 7D | -0.2% | +8.7% | -8.9% | -3.0% |
| 30D | -7.6% | +7.6% | -15.2% | -10.1% |
| 3M | +2.3% | -5.3% | +7.5% | +4.1% |
| 6M | -7.8% | +27.6% | -35.4% | -15.9% |
| YTD | -8.4% | +32.4% | -40.8% | -17.5% |
| 1Y | +21.8% | +22.9% | -1.1% | +12.4% |
| 3Y | +210.6% | +43.1% | +167.5% | +169.2% |
| 5Y | +160.7% | -21.4% | +182.1% | +172.8% |
| 10Y | +193.1% | +16.8% | +176.3% | +153.0% |
| All | +45.0% | +87.9% | -42.9% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling