+215.1%
GDXJ vs GNRC
+448.8%
-233.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.9% | +0.5% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | +5.0% | -15.7% | +20.7% | +8.2% |
| 3M | +24.1% | -27.3% | +51.4% | +30.7% |
| 6M | -7.4% | -12.1% | +4.7% | -5.8% |
| YTD | +10.2% | +37.1% | -26.9% | +3.8% |
| 1Y | +42.5% | -0.5% | +43.0% | +40.8% |
| 3Y | +285.7% | +61.5% | +224.2% | +243.4% |
| 5Y | +231.9% | -58.6% | +290.4% | +245.3% |
| All | +215.1% | +448.8% | -233.7% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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