+202.0%
GDXJ vs DUOL
+1.6%
+200.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | -2.8% | -7.0% | +4.2% | -2.3% |
| 30D | +5.0% | +6.7% | -1.8% | +4.2% |
| 3M | +24.1% | +16.0% | +8.1% | +21.8% |
| 6M | -7.4% | +45.4% | -52.8% | -11.2% |
| YTD | +10.2% | -18.1% | +28.4% | +11.2% |
| 1Y | +42.5% | -53.6% | +96.1% | +51.1% |
| 3Y | +285.7% | -11.0% | +296.7% | +266.3% |
| 5Y | +231.9% | -17.1% | +249.0% | +185.7% |
| All | +202.0% | +1.6% | +200.4% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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