+223.4%
GDXJ vs GD
+58.0%
+165.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.1% | -3.5% | -4.3% |
| 7D | -4.9% | +1.9% | -6.8% | -5.5% |
| 30D | -10.0% | +9.2% | -19.2% | -13.2% |
| 3M | -16.6% | -7.5% | -9.2% | -14.4% |
| 6M | -23.3% | +5.8% | -29.1% | -25.5% |
| YTD | -12.4% | +9.8% | -22.2% | -16.2% |
| 1Y | +0.5% | +5.8% | -5.3% | -2.5% |
| All | +223.4% | +58.0% | +165.4% | +156.4% |
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