+257.0%
GDXJ vs DT
+97.2%
+159.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.6% |
| 7D | +4.3% | -4.9% | +9.2% | +5.2% |
| 30D | +8.4% | +2.7% | +5.7% | +7.7% |
| 3M | +25.5% | +20.0% | +5.6% | +21.1% |
| 6M | -6.3% | +28.0% | -34.4% | -11.3% |
| YTD | +12.1% | +16.0% | -3.9% | +7.8% |
| 1Y | +51.1% | +0.7% | +50.3% | +48.8% |
| 3Y | +296.1% | +6.2% | +289.9% | +278.8% |
| 5Y | +228.1% | -28.1% | +256.2% | +224.2% |
| All | +257.0% | +97.2% | +159.8% | +184.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling