+155.7%
GDXJ vs DOCS
-20.2%
+175.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.8% |
| 7D | +16.4% | 0.0% | +16.4% | +16.4% |
| 30D | -1.2% | +7.8% | -9.0% | -1.8% |
| 3M | -3.9% | +20.0% | -23.8% | -5.5% |
| 6M | -10.2% | +26.5% | -36.7% | -12.7% |
| YTD | -0.6% | -25.8% | +25.1% | +0.6% |
| 1Y | +24.3% | -39.5% | +63.8% | +27.9% |
| 3Y | +257.4% | +60.3% | +197.1% | +221.9% |
| 5Y | +166.5% | -57.0% | +223.5% | +154.3% |
| All | +155.7% | -20.2% | +175.8% | +136.0% |
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