+211.8%
GDXJ vs ES
+83.3%
+128.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.2% |
| 7D | -6.2% | -3.5% | -2.7% | -5.0% |
| 30D | +4.6% | -3.0% | +7.6% | +5.7% |
| 3M | +31.3% | -0.3% | +31.5% | +31.1% |
| 6M | -10.7% | -5.2% | -5.5% | -9.2% |
| YTD | +9.1% | +4.8% | +4.3% | +6.8% |
| 1Y | +44.1% | +12.7% | +31.4% | +36.3% |
| 3Y | +285.4% | +27.5% | +257.9% | +241.1% |
| 5Y | +228.4% | -4.7% | +233.1% | +223.3% |
| All | +211.8% | +83.3% | +128.5% | +112.3% |
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