+74.5%
GDXJ vs GSK
+167.8%
-93.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | -2.8% | -3.5% | +0.7% | -1.3% |
| 30D | +5.0% | -3.4% | +8.4% | +6.5% |
| 3M | +24.1% | -8.1% | +32.2% | +28.1% |
| 6M | -7.4% | -11.1% | +3.8% | -2.9% |
| YTD | +10.2% | +0.7% | +9.5% | +8.9% |
| 1Y | +42.5% | +20.1% | +22.4% | +29.8% |
| 3Y | +285.7% | +46.1% | +239.6% | +210.7% |
| 5Y | +231.9% | +48.2% | +183.6% | +161.0% |
| 10Y | +230.0% | +80.1% | +149.9% | +132.7% |
| All | +74.5% | +167.8% | -93.3% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling