+220.4%
GDXJ vs GDDY
+29.8%
+190.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.8% |
| 7D | -2.8% | -3.2% | +0.4% | -2.4% |
| 30D | +5.0% | +6.8% | -1.9% | +3.5% |
| 3M | +24.1% | +30.5% | -6.4% | +16.8% |
| 6M | -7.4% | +13.3% | -20.7% | -10.9% |
| YTD | +10.2% | -21.0% | +31.2% | +15.4% |
| 1Y | +42.5% | -34.0% | +76.5% | +56.5% |
| 3Y | +285.7% | +33.1% | +252.7% | +222.9% |
| All | +220.4% | +29.8% | +190.7% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 5y: compounded portfolio wealth divided by compounded GDDY 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…
5y analysis · Full analysis span regression · 6 months rolling