+170.8%
GDXJ vs DOCN
+88.7%
+82.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.0% | -3.1% | +4.0% |
| 7D | +16.4% | -12.8% | +29.2% | +17.8% |
| 30D | -1.2% | -41.9% | +40.7% | +4.5% |
| 3M | -3.9% | -36.9% | +33.1% | +0.3% |
| 6M | -10.2% | -52.2% | +42.1% | -4.0% |
| YTD | -0.6% | +62.7% | -63.4% | -9.0% |
| 1Y | +24.3% | +58.2% | -33.9% | +14.1% |
| 3Y | +257.4% | +219.5% | +37.9% | +193.8% |
| 5Y | +166.5% | -32.9% | +199.3% | +137.5% |
| All | +170.8% | +88.7% | +82.2% | +126.2% |
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