+205.5%
GDXJ vs DOCN
+205.3%
+0.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.6% | -13.8% | -2.5% |
| 7D | +4.3% | +16.3% | -12.0% | +2.5% |
| 30D | +8.4% | +2.0% | +6.4% | +7.8% |
| 3M | +25.5% | -25.2% | +50.7% | +28.4% |
| 6M | -6.3% | +132.7% | -139.0% | -16.7% |
| YTD | +12.1% | +163.3% | -151.2% | -2.1% |
| 1Y | +51.1% | +280.3% | -229.3% | +26.2% |
| 3Y | +296.1% | +371.8% | -75.8% | +212.3% |
| 5Y | +228.1% | +87.1% | +141.0% | +167.6% |
| All | +205.5% | +205.3% | +0.2% | +143.2% |
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