+295.6%
GDXJ vs GD
+68.4%
+227.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.8% |
| 7D | +0.2% | -5.3% | +5.4% | +2.3% |
| 30D | +17.9% | -6.4% | +24.3% | +20.8% |
| 3M | +15.3% | +5.7% | +9.6% | +12.5% |
| 6M | -9.4% | -0.9% | -8.5% | -9.2% |
| YTD | +13.4% | +8.2% | +5.2% | +9.8% |
| 1Y | +59.7% | +13.4% | +46.2% | +51.7% |
| All | +295.6% | +68.4% | +227.2% | +218.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling