+285.7%
GDXJ vs DTE
+43.4%
+242.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.1% |
| 3M | +24.1% | -8.3% | +32.4% | +28.9% |
| 6M | -7.4% | -8.1% | +0.7% | -4.1% |
| YTD | +10.2% | +4.4% | +5.8% | +5.9% |
| 1Y | +42.5% | +0.2% | +42.4% | +40.4% |
| 3Y | +285.7% | +42.6% | +243.1% | +187.9% |
| All | +285.7% | +43.4% | +242.3% | +187.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling