+216.5%
GDXJ vs GD
+190.6%
+25.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.5% | +3.0% |
| 7D | +13.4% | -5.0% | +18.4% | +14.9% |
| 30D | -1.3% | +8.9% | -10.2% | -3.9% |
| 3M | -1.5% | -8.0% | +6.5% | +0.5% |
| 6M | -12.2% | +2.9% | -15.1% | -13.4% |
| YTD | -5.3% | +7.1% | -12.4% | -7.7% |
| 1Y | +22.0% | +5.9% | +16.1% | +19.3% |
| 3Y | +224.9% | +53.9% | +171.1% | +184.9% |
| 5Y | +160.6% | +95.4% | +65.2% | +116.7% |
| All | +216.5% | +190.6% | +25.9% | +151.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling