+54.5%
GDXJ vs ES
+17.2%
+37.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.8% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +8.8% | -1.0% | +9.8% | +9.0% |
| 3M | +29.8% | +1.5% | +28.4% | +28.6% |
| 6M | -5.8% | -3.5% | -2.3% | -5.1% |
| YTD | +13.6% | +7.0% | +6.6% | +11.4% |
| 1Y | +54.5% | +15.3% | +39.2% | +33.6% |
| All | +54.5% | +17.2% | +37.3% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling