+231.2%
GDXJ vs ES
+98.2%
+133.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -8.1% | +2.7% | -10.8% | -9.0% |
| 30D | -5.5% | +7.6% | -13.1% | -8.2% |
| 3M | -14.6% | +0.5% | -15.0% | -15.0% |
| 6M | -23.2% | +7.6% | -30.8% | -25.7% |
| YTD | -13.0% | +10.2% | -23.2% | -16.5% |
| 1Y | +2.8% | +1.8% | +0.9% | +1.0% |
| 3Y | +221.5% | +55.4% | +166.1% | +164.7% |
| 5Y | +123.4% | +7.3% | +116.0% | +110.7% |
| All | +231.2% | +98.2% | +133.0% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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