+239.3%
GDXJ vs GPC
+0.5%
+238.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | +0.3% | -2.1% | +2.4% | +0.7% |
| 30D | -7.4% | -4.5% | -2.9% | -6.6% |
| 3M | -11.9% | -7.7% | -4.2% | -10.6% |
| 6M | -19.3% | +24.3% | -43.6% | -22.5% |
| YTD | -8.1% | +3.5% | -11.6% | -9.7% |
| 1Y | +9.1% | +0.7% | +8.3% | +7.5% |
| All | +239.3% | +0.5% | +238.8% | +213.2% |
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