+211.8%
GDXJ vs ECL
+155.8%
+56.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -6.2% | -2.6% | -3.6% | -5.3% |
| 30D | +4.6% | -4.6% | +9.2% | +6.5% |
| 3M | +31.3% | +6.0% | +25.3% | +28.2% |
| 6M | -10.7% | -3.0% | -7.7% | -9.7% |
| YTD | +9.1% | +4.0% | +5.1% | +7.6% |
| 1Y | +44.1% | +2.0% | +42.1% | +42.9% |
| 3Y | +285.4% | +53.9% | +231.5% | +222.6% |
| 5Y | +228.4% | +27.1% | +201.3% | +188.2% |
| All | +211.8% | +155.8% | +56.0% | +159.8% |
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