-7.4%
GDXJ vs GDDY
+7.3%
-14.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +1.2% |
| 7D | -2.8% | -3.2% | +0.4% | -3.0% |
| 30D | +5.0% | +6.8% | -1.9% | +5.8% |
| 3M | +24.1% | +30.5% | -6.4% | +30.4% |
| 6M | -7.4% | +13.3% | -20.7% | -3.8% |
| All | -7.4% | +7.3% | -14.6% | -3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling