+358.3%
GDXJ vs GGLL
+309.0%
+49.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.9% | +2.1% |
| 7D | +0.9% | -3.9% | +4.8% | +1.6% |
| 30D | +8.8% | -15.4% | +24.2% | +11.6% |
| 3M | +29.8% | -21.9% | +51.7% | +33.8% |
| 6M | -5.8% | +4.5% | -10.3% | -8.1% |
| YTD | +13.6% | -2.4% | +16.0% | +11.4% |
| 1Y | +54.5% | +57.8% | -3.3% | +39.7% |
| 3Y | +301.4% | +227.2% | +74.2% | +207.5% |
| All | +358.3% | +309.0% | +49.3% | +235.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling