+161.7%
GDXJ vs GRAB
-74.3%
+236.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +0.9% |
| 7D | -2.8% | -10.8% | +8.0% | -1.3% |
| 30D | +5.0% | -15.5% | +20.5% | +7.3% |
| 3M | +24.1% | -9.0% | +33.0% | +25.3% |
| 6M | -7.4% | -21.6% | +14.2% | -4.4% |
| YTD | +10.2% | -38.9% | +49.1% | +17.2% |
| 1Y | +42.5% | -44.8% | +87.4% | +53.2% |
| 3Y | +285.7% | -18.4% | +304.2% | +289.8% |
| 5Y | +231.9% | -71.6% | +303.5% | +248.4% |
| All | +161.7% | -74.3% | +236.0% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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