+211.8%
GDXJ vs GD
+189.7%
+22.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +4.3% | -3.5% | +7.8% | +5.4% |
| 30D | +8.4% | -9.0% | +17.5% | +11.5% |
| 3M | +25.5% | +5.1% | +20.4% | +23.6% |
| 6M | -6.3% | -1.0% | -5.3% | -6.3% |
| YTD | +12.1% | +7.3% | +4.8% | +9.5% |
| 1Y | +51.1% | +12.4% | +38.6% | +45.5% |
| 3Y | +296.1% | +73.7% | +222.4% | +235.6% |
| 5Y | +228.1% | +93.8% | +134.4% | +172.2% |
| 10Y | +211.8% | +190.6% | +21.2% | +101.3% |
| All | +211.8% | +189.7% | +22.1% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling