+220.4%
GDXJ vs GH
+20.8%
+199.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -2.8% | -2.5% | -0.3% | -2.5% |
| 30D | +5.0% | -4.7% | +9.6% | +5.6% |
| 3M | +24.1% | +20.2% | +3.8% | +20.9% |
| 6M | -7.4% | +78.8% | -86.1% | -14.5% |
| YTD | +10.2% | +54.1% | -43.9% | +3.4% |
| 1Y | +42.5% | +177.1% | -134.5% | +24.0% |
| 3Y | +285.7% | +371.6% | -85.9% | +202.5% |
| All | +220.4% | +20.8% | +199.6% | +167.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling