+296.1%
GDXJ vs ES
+33.1%
+262.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +4.3% | +1.4% | +2.9% | +3.8% |
| 30D | +8.4% | -1.2% | +9.6% | +8.8% |
| 3M | +25.5% | +5.0% | +20.5% | +23.0% |
| 6M | -6.3% | -2.8% | -3.5% | -5.7% |
| YTD | +12.1% | +8.6% | +3.5% | +8.6% |
| 1Y | +51.1% | +18.9% | +32.1% | +40.0% |
| 3Y | +296.1% | +32.1% | +263.9% | +238.5% |
| All | +296.1% | +33.1% | +262.9% | +238.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling