+215.1%
GDXJ vs DVA
+187.8%
+27.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -2.8% | -1.3% | -1.5% | -2.7% |
| 30D | +5.0% | 0.0% | +4.9% | +4.9% |
| 3M | +24.1% | -10.9% | +35.0% | +24.9% |
| 6M | -7.4% | +17.3% | -24.6% | -10.2% |
| YTD | +10.2% | +59.8% | -49.6% | +2.2% |
| 1Y | +42.5% | +36.3% | +6.3% | +34.7% |
| 3Y | +285.7% | +88.6% | +197.1% | +244.5% |
| 5Y | +231.9% | +47.5% | +184.3% | +199.5% |
| All | +215.1% | +187.8% | +27.3% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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