+140.4%
GDXJ vs DOCS
-21.3%
+161.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.6% | -5.9% |
| 7D | +11.8% | -0.6% | +12.3% | +11.9% |
| 30D | -7.1% | +6.3% | -13.4% | -7.5% |
| 3M | -10.5% | +26.5% | -37.0% | -12.4% |
| 6M | -15.5% | +24.8% | -40.3% | -17.8% |
| YTD | -6.6% | -26.8% | +20.2% | -5.3% |
| 1Y | +11.3% | -38.3% | +49.6% | +14.4% |
| 3Y | +242.0% | +36.0% | +205.9% | +213.4% |
| 5Y | +147.7% | -55.0% | +202.7% | +135.9% |
| All | +140.4% | -21.3% | +161.6% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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