+220.4%
GDXJ vs GSK
+47.2%
+173.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | -2.8% | -3.5% | +0.7% | -1.7% |
| 30D | +5.0% | -3.4% | +8.4% | +6.1% |
| 3M | +24.1% | -8.1% | +32.2% | +27.0% |
| 6M | -7.4% | -11.1% | +3.8% | -4.1% |
| YTD | +10.2% | +0.7% | +9.5% | +9.5% |
| 1Y | +42.5% | +20.1% | +22.4% | +33.6% |
| 3Y | +285.7% | +46.1% | +239.6% | +224.4% |
| All | +220.4% | +47.2% | +173.2% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 5y: compounded portfolio wealth divided by compounded GSK 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…
5y analysis · Full analysis span regression · 6 months rolling