+352.2%
GDXJ vs GGLL
+328.4%
+23.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +4.3% | +1.9% | +2.4% | +4.0% |
| 30D | +8.4% | -9.7% | +18.2% | +10.1% |
| 3M | +25.5% | -18.0% | +43.5% | +28.4% |
| 6M | -6.3% | +15.3% | -21.6% | -10.0% |
| YTD | +12.1% | +2.2% | +9.9% | +9.1% |
| 1Y | +51.1% | +73.1% | -22.0% | +34.7% |
| 3Y | +296.1% | +242.7% | +53.4% | +201.2% |
| All | +352.2% | +328.4% | +23.8% | +228.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling