+318.6%
GDXJ vs DOW
-17.0%
+335.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.1% | +1.5% |
| 7D | -2.8% | -1.4% | -1.4% | -2.5% |
| 30D | +5.0% | -3.9% | +8.9% | +5.9% |
| 3M | +24.1% | -12.7% | +36.7% | +27.6% |
| 6M | -7.4% | -13.7% | +6.3% | -6.0% |
| YTD | +10.2% | +28.4% | -18.2% | -0.3% |
| 1Y | +42.5% | +21.8% | +20.8% | +29.8% |
| 3Y | +285.7% | -35.7% | +321.4% | +318.7% |
| 5Y | +231.9% | -36.8% | +268.7% | +257.3% |
| All | +318.6% | -17.0% | +335.6% | +244.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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