+150.4%
GDXJ vs DOCN
+110.0%
+40.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.6% | -11.3% | -2.7% |
| 7D | +0.3% | +3.7% | -3.5% | -0.4% |
| 30D | -7.4% | -33.7% | +26.2% | -3.6% |
| 3M | -11.9% | -27.9% | +16.0% | -9.5% |
| 6M | -19.3% | -46.4% | +27.1% | -14.9% |
| YTD | -8.1% | +81.1% | -89.3% | -16.9% |
| 1Y | +9.1% | +74.3% | -65.2% | -1.0% |
| 3Y | +236.2% | +245.8% | -9.6% | +173.7% |
| 5Y | +136.3% | -23.7% | +160.1% | +107.9% |
| All | +150.4% | +110.0% | +40.4% | +106.4% |
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