+223.4%
GDXJ vs ECL
+77.0%
+146.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.1% | -3.6% | -4.2% |
| 7D | -4.9% | -0.5% | -4.5% | -4.7% |
| 30D | -10.0% | +6.6% | -16.5% | -12.2% |
| 3M | -16.6% | +9.6% | -26.3% | -19.7% |
| 6M | -23.3% | +21.6% | -44.9% | -29.2% |
| YTD | -12.4% | +16.9% | -29.3% | -17.1% |
| 1Y | +0.5% | +17.9% | -17.4% | -5.0% |
| All | +223.4% | +77.0% | +146.4% | +135.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling