+220.4%
GDXJ vs DVA
+46.8%
+173.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +24.7% |
| 6M | -7.4% | +17.3% | -24.6% | -10.7% |
| YTD | +10.2% | +59.8% | -49.6% | +1.3% |
| 1Y | +42.5% | +36.3% | +6.3% | +33.9% |
| 3Y | +285.7% | +88.6% | +197.1% | +238.8% |
| All | +220.4% | +46.8% | +173.6% | +167.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling