+49.9%
GDXJ vs GD
+681.7%
-631.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.5% | +3.0% |
| 7D | +13.4% | -5.0% | +18.4% | +15.2% |
| 30D | -1.3% | +8.9% | -10.2% | -4.4% |
| 3M | -1.5% | -8.0% | +6.5% | +0.9% |
| 6M | -12.2% | +2.9% | -15.1% | -13.5% |
| YTD | -5.3% | +7.1% | -12.4% | -8.1% |
| 1Y | +22.0% | +5.9% | +16.1% | +18.8% |
| 3Y | +224.9% | +53.9% | +171.1% | +176.8% |
| 5Y | +160.6% | +95.4% | +65.2% | +105.0% |
| 10Y | +203.0% | +193.5% | +9.5% | +93.8% |
| All | +49.9% | +681.7% | -631.8% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling