+123.9%
GDXJ vs DOCS
-19.0%
+142.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -8.1% | +2.6% | -10.6% | -8.3% |
| 30D | -5.5% | +11.4% | -16.9% | -6.3% |
| 3M | -14.6% | +25.4% | -39.9% | -16.2% |
| 6M | -23.2% | +42.5% | -65.7% | -26.1% |
| YTD | -13.0% | -24.7% | +11.7% | -12.0% |
| 1Y | +2.8% | -32.9% | +35.7% | +4.8% |
| 3Y | +221.5% | +39.6% | +181.9% | +193.9% |
| 5Y | +123.4% | -54.6% | +178.0% | +112.5% |
| All | +123.9% | -19.0% | +142.9% | +106.4% |
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