+228.1%
GDXJ vs ES
-2.9%
+231.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +4.3% | +1.4% | +2.9% | +3.7% |
| 30D | +8.4% | -1.2% | +9.6% | +8.8% |
| 3M | +25.5% | +5.0% | +20.5% | +22.6% |
| 6M | -6.3% | -2.8% | -3.5% | -5.6% |
| YTD | +12.1% | +8.6% | +3.5% | +7.9% |
| 1Y | +51.1% | +18.9% | +32.1% | +38.4% |
| 3Y | +296.1% | +32.1% | +263.9% | +235.6% |
| 5Y | +228.1% | -5.1% | +233.2% | +234.8% |
| All | +228.1% | -2.9% | +231.0% | +234.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling