+231.2%
GDXJ vs ECL
+197.5%
+33.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.2% |
| 7D | -8.1% | +2.9% | -11.0% | -9.1% |
| 30D | -5.5% | +7.5% | -13.0% | -8.1% |
| 3M | -14.6% | +12.2% | -26.8% | -18.4% |
| 6M | -23.2% | +24.6% | -47.8% | -29.7% |
| YTD | -13.0% | +18.8% | -31.7% | -18.5% |
| 1Y | +2.8% | +19.3% | -16.6% | -4.0% |
| 3Y | +221.5% | +78.2% | +143.3% | +154.2% |
| 5Y | +123.4% | +38.8% | +84.6% | +89.3% |
| All | +231.2% | +197.5% | +33.7% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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