+251.0%
GDXJ vs DT
+100.3%
+150.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.2% |
| 7D | -2.8% | -1.6% | -1.2% | -2.5% |
| 30D | +5.0% | +3.0% | +1.9% | +4.2% |
| 3M | +24.1% | +26.5% | -2.4% | +18.6% |
| 6M | -7.4% | +35.9% | -43.3% | -13.2% |
| YTD | +10.2% | +17.8% | -7.6% | +5.7% |
| 1Y | +42.5% | +4.1% | +38.5% | +39.6% |
| 3Y | +285.7% | +5.3% | +280.4% | +269.7% |
| 5Y | +231.9% | -27.2% | +259.0% | +227.1% |
| All | +251.0% | +100.3% | +150.8% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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