+400.2%
GDXJ vs GH
+467.1%
-67.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -2.8% | -2.5% | -0.3% | -2.6% |
| 30D | +5.0% | -4.7% | +9.6% | +5.4% |
| 3M | +24.1% | +20.2% | +3.8% | +21.6% |
| 6M | -7.4% | +78.8% | -86.1% | -12.8% |
| YTD | +10.2% | +54.1% | -43.9% | +5.0% |
| 1Y | +42.5% | +177.1% | -134.5% | +28.2% |
| 3Y | +285.7% | +371.6% | -85.9% | +221.2% |
| 5Y | +231.9% | +21.9% | +209.9% | +190.2% |
| All | +400.2% | +467.1% | -67.0% | +343.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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