+72.7%
GDXJ vs ED
+385.9%
-313.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | -6.2% | -1.9% | -4.4% | -5.6% |
| 30D | +4.6% | +0.1% | +4.5% | +4.5% |
| 3M | +31.3% | 0.0% | +31.3% | +30.8% |
| 6M | -10.7% | -2.5% | -8.2% | -10.4% |
| YTD | +9.1% | +10.1% | -1.0% | +4.0% |
| 1Y | +44.1% | +13.6% | +30.5% | +35.3% |
| 3Y | +285.4% | +32.4% | +252.9% | +236.1% |
| 5Y | +228.4% | +69.9% | +158.5% | +159.3% |
| 10Y | +226.5% | +109.2% | +117.4% | +115.3% |
| All | +72.7% | +385.9% | -313.2% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling