+21.8%
GDXJ vs GGLL
-11.6%
+33.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +6.5% | +3.1% | +8.4% |
| 7D | -0.2% | -23.1% | +22.9% | +3.8% |
| 30D | -7.6% | -32.9% | +25.3% | -1.6% |
| 3M | +2.3% | -44.9% | +47.2% | +12.1% |
| 6M | -7.8% | -49.5% | +41.7% | +3.1% |
| YTD | -8.4% | -28.9% | +20.5% | -9.7% |
| 1Y | +21.8% | -12.2% | +34.0% | +13.8% |
| All | +21.8% | -11.6% | +33.4% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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