+211.8%
GDXJ vs DRI
+348.7%
-136.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | -6.2% | -4.8% | -1.4% | -5.5% |
| 30D | +4.6% | -5.2% | +9.8% | +5.5% |
| 3M | +31.3% | +2.7% | +28.5% | +30.6% |
| 6M | -10.7% | +3.6% | -14.3% | -11.4% |
| YTD | +9.1% | +15.4% | -6.3% | +6.2% |
| 1Y | +44.1% | +1.3% | +42.9% | +43.0% |
| 3Y | +285.4% | +53.1% | +232.3% | +253.6% |
| 5Y | +228.4% | +64.6% | +163.8% | +195.2% |
| All | +211.8% | +348.7% | -136.9% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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