+57.3%
GDXJ vs ES
+431.5%
-374.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.1% |
| 7D | +16.4% | -0.1% | +16.5% | +16.4% |
| 30D | -1.2% | +5.7% | -6.9% | -3.7% |
| 3M | -3.9% | -2.8% | -1.1% | -3.1% |
| 6M | -10.2% | +7.0% | -17.1% | -13.3% |
| YTD | -0.6% | +6.8% | -7.4% | -4.0% |
| 1Y | +24.3% | -0.5% | +24.8% | +23.0% |
| 3Y | +257.4% | +47.2% | +210.2% | +192.2% |
| 5Y | +166.5% | +2.3% | +164.2% | +153.8% |
| 10Y | +228.5% | +85.6% | +142.9% | +116.1% |
| All | +57.3% | +431.5% | -374.2% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling