+72.7%
GDXJ vs DUK
+404.9%
-332.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.5% |
| 7D | -6.2% | -1.7% | -4.5% | -5.4% |
| 30D | +4.6% | -2.2% | +6.9% | +5.8% |
| 3M | +31.3% | -3.7% | +35.0% | +33.2% |
| 6M | -10.7% | -6.3% | -4.3% | -8.3% |
| YTD | +9.1% | +4.5% | +4.6% | +5.4% |
| 1Y | +44.1% | +1.8% | +42.3% | +40.9% |
| 3Y | +285.4% | +46.8% | +238.6% | +206.2% |
| 5Y | +228.4% | +40.2% | +188.1% | +165.3% |
| 10Y | +226.5% | +129.8% | +96.7% | +91.6% |
| All | +72.7% | +404.9% | -332.2% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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