+296.1%
GDXJ vs GPC
-2.2%
+298.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.8% | -0.7% |
| 7D | +4.3% | +0.2% | +4.1% | +4.3% |
| 30D | +8.4% | -0.4% | +8.8% | +8.5% |
| 3M | +25.5% | +39.2% | -13.7% | +18.6% |
| 6M | -6.3% | +18.2% | -24.6% | -9.9% |
| YTD | +12.1% | +12.1% | 0.0% | +8.8% |
| 1Y | +51.1% | -0.7% | +51.7% | +47.9% |
| 3Y | +296.1% | -1.7% | +297.7% | +278.7% |
| All | +296.1% | -2.2% | +298.3% | +278.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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