+137.2%
GDXJ vs DOCN
+108.0%
+29.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.1% |
| 7D | -8.1% | +19.1% | -27.2% | -10.0% |
| 30D | -5.5% | -21.0% | +15.5% | -3.4% |
| 3M | -14.6% | -34.7% | +20.2% | -11.2% |
| 6M | -23.2% | -45.8% | +22.6% | -19.2% |
| YTD | -13.0% | +79.4% | -92.4% | -21.2% |
| 1Y | +2.8% | +91.0% | -88.3% | -7.7% |
| 3Y | +221.5% | +237.5% | -16.0% | +162.3% |
| 5Y | +123.4% | -30.4% | +153.8% | +97.7% |
| All | +137.2% | +108.0% | +29.2% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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