+215.1%
GDXJ vs DTE
+137.8%
+77.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.7% |
| 7D | -2.8% | -2.6% | -0.2% | -1.6% |
| 30D | +5.0% | -4.4% | +9.4% | +7.0% |
| 3M | +24.1% | -8.3% | +32.4% | +28.7% |
| 6M | -7.4% | -8.1% | +0.7% | -4.3% |
| YTD | +10.2% | +4.4% | +5.8% | +7.1% |
| 1Y | +42.5% | +0.2% | +42.4% | +41.3% |
| 3Y | +285.7% | +42.6% | +243.1% | +222.1% |
| 5Y | +231.9% | +31.5% | +200.4% | +186.8% |
| All | +215.1% | +137.8% | +77.3% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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