+281.7%
GDXJ vs DOW
-34.9%
+316.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.1% |
| 7D | -6.2% | -2.4% | -3.8% | -6.0% |
| 30D | +4.6% | -4.1% | +8.7% | +5.1% |
| 3M | +31.3% | -12.4% | +43.7% | +33.4% |
| 6M | -10.7% | -10.6% | -0.1% | -10.9% |
| YTD | +9.1% | +31.1% | -22.0% | +0.6% |
| 1Y | +44.1% | +30.5% | +13.6% | +32.2% |
| All | +281.7% | -34.9% | +316.6% | +361.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling