+215.1%
GDXJ vs EQIX
+246.8%
-31.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.6% |
| 7D | -2.8% | +0.2% | -3.0% | -2.8% |
| 30D | +5.0% | -2.5% | +7.4% | +5.9% |
| 3M | +24.1% | 0.0% | +24.1% | +24.0% |
| 6M | -7.4% | +7.6% | -15.0% | -9.3% |
| YTD | +10.2% | +37.5% | -27.3% | -0.8% |
| 1Y | +42.5% | +32.9% | +9.6% | +29.7% |
| 3Y | +285.7% | +42.8% | +243.0% | +238.1% |
| 5Y | +231.9% | +35.8% | +196.0% | +187.4% |
| All | +215.1% | +246.8% | -31.7% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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