+79.5%
GDXJ vs DOC
+90.4%
-10.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.9% |
| 7D | +0.2% | -1.5% | +1.7% | +0.7% |
| 30D | +17.9% | -4.8% | +22.6% | +19.9% |
| 3M | +15.3% | +6.9% | +8.4% | +12.3% |
| 6M | -9.4% | +20.7% | -30.2% | -15.6% |
| YTD | +13.4% | +34.1% | -20.7% | +1.8% |
| 1Y | +59.7% | +22.6% | +37.0% | +47.4% |
| 3Y | +283.6% | +20.8% | +262.7% | +251.7% |
| 5Y | +217.6% | -24.9% | +242.5% | +237.3% |
| 10Y | +225.7% | -1.8% | +227.5% | +203.6% |
| All | +79.5% | +90.4% | -10.9% | +8.2% |
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