-12.7%
GDXJ vs GD
+5.8%
-18.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.3% | +2.7% | +4.7% |
| 7D | +16.4% | -3.0% | +19.4% | +16.5% |
| 30D | -1.2% | +9.3% | -10.5% | -4.6% |
| 3M | -3.9% | -7.2% | +3.3% | -0.5% |
| All | -12.7% | +5.8% | -18.5% | -19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling