+116.2%
GDXJ vs GLXY
+2.7%
+113.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -3.3% |
| 7D | -6.2% | -8.9% | +2.7% | -4.8% |
| 30D | +4.6% | +19.9% | -15.2% | +1.6% |
| 3M | +31.3% | -20.0% | +51.2% | +34.3% |
| 6M | -10.7% | +10.5% | -21.2% | -12.5% |
| YTD | +9.1% | +7.9% | +1.2% | +5.5% |
| 1Y | +44.1% | -7.5% | +51.6% | +41.3% |
| All | +116.2% | +2.7% | +113.6% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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