+215.1%
GDXJ vs GFI
+1,093.3%
-878.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.4% |
| 7D | -2.8% | -2.7% | -0.1% | -1.1% |
| 30D | +5.0% | +13.2% | -8.3% | -3.0% |
| 3M | +24.1% | +28.5% | -4.4% | +5.5% |
| 6M | -7.4% | -6.2% | -1.2% | -3.5% |
| YTD | +10.2% | +8.7% | +1.5% | +4.8% |
| 1Y | +42.5% | +24.8% | +17.7% | +23.7% |
| 3Y | +285.7% | +298.0% | -12.3% | +50.9% |
| 5Y | +231.9% | +546.0% | -314.1% | -14.5% |
| All | +215.1% | +1,093.3% | -878.2% | -48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling