+59.7%
GDXJ vs GFI
+45.3%
+14.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.2% |
| 7D | +0.2% | +3.1% | -3.0% | -2.4% |
| 30D | +17.9% | +27.1% | -9.3% | -2.8% |
| 3M | +15.3% | +21.2% | -5.9% | -1.7% |
| 6M | -9.4% | -4.5% | -4.9% | -7.8% |
| YTD | +13.4% | +11.7% | +1.7% | +3.7% |
| 1Y | +59.7% | +46.0% | +13.6% | +25.1% |
| All | +59.7% | +45.3% | +14.4% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling