+231.2%
GDXJ vs DRI
+331.7%
-100.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -8.1% | +1.1% | -9.1% | -8.2% |
| 30D | -5.5% | +9.7% | -15.2% | -6.8% |
| 3M | -14.6% | +3.2% | -17.7% | -15.0% |
| 6M | -23.2% | +20.6% | -43.8% | -25.6% |
| YTD | -13.0% | +28.3% | -41.2% | -16.7% |
| 1Y | +2.8% | +34.5% | -31.8% | -2.5% |
| 3Y | +221.5% | +66.5% | +154.9% | +190.9% |
| 5Y | +123.4% | +79.6% | +43.7% | +98.0% |
| All | +231.2% | +331.7% | -100.5% | +144.5% |
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