-23.3%
GDXJ vs ED
+13.1%
-36.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.6% |
| 7D | -4.9% | -1.7% | -3.2% | -5.5% |
| 30D | -10.0% | +10.7% | -20.6% | -4.8% |
| 3M | -16.6% | +11.6% | -28.3% | -12.0% |
| 6M | -23.3% | +13.5% | -36.8% | -16.4% |
| All | -23.3% | +13.1% | -36.4% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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