+285.7%
GDXJ vs GNRC
+61.6%
+224.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.9% | +0.4% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | +5.0% | -15.7% | +20.7% | +9.1% |
| 3M | +24.1% | -27.3% | +51.4% | +32.5% |
| 6M | -7.4% | -12.1% | +4.7% | -5.4% |
| YTD | +10.2% | +37.1% | -26.9% | +2.7% |
| 1Y | +42.5% | -0.5% | +43.0% | +40.2% |
| 3Y | +285.7% | +61.5% | +224.2% | +235.4% |
| All | +285.7% | +61.6% | +224.1% | +235.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling