-10.7%
GDXJ vs DVA
+19.4%
-30.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.9% |
| 7D | -6.2% | -0.2% | -6.0% | -6.2% |
| 30D | +4.6% | +1.7% | +3.0% | +4.5% |
| 3M | +31.3% | -8.7% | +39.9% | +26.8% |
| 6M | -10.7% | +19.7% | -30.3% | -20.9% |
| All | -10.7% | +19.4% | -30.1% | -20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling