+136.3%
GDXJ vs DOCS
-19.3%
+155.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -1.9% |
| 7D | +0.3% | -4.2% | +4.4% | +0.6% |
| 30D | -7.4% | +8.6% | -16.1% | -8.1% |
| 3M | -11.9% | +27.2% | -39.1% | -13.8% |
| 6M | -19.3% | +26.5% | -45.8% | -21.6% |
| YTD | -8.1% | -25.0% | +16.8% | -7.1% |
| 1Y | +9.1% | -37.0% | +46.0% | +11.8% |
| 3Y | +236.2% | +39.4% | +196.8% | +207.4% |
| 5Y | +136.3% | -56.7% | +193.0% | +125.4% |
| All | +136.3% | -19.3% | +155.7% | +117.9% |
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