+2.8%
GDXJ vs GGLL
-11.0%
+13.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.2% |
| 7D | -8.1% | +7.7% | -15.8% | -9.4% |
| 30D | -5.5% | -30.2% | +24.7% | -0.4% |
| 3M | -14.6% | -31.3% | +16.7% | -9.8% |
| 6M | -23.2% | -52.1% | +28.9% | -13.1% |
| YTD | -13.0% | -25.9% | +12.9% | -15.7% |
| 1Y | +2.8% | -8.5% | +11.2% | -4.6% |
| All | +2.8% | -11.0% | +13.8% | -4.6% |
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