+205.4%
GDXJ vs GTLB
-49.8%
+255.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.2% |
| 7D | -6.2% | -4.1% | -2.1% | -5.9% |
| 30D | +4.6% | +12.3% | -7.7% | +3.5% |
| 3M | +31.3% | +65.9% | -34.6% | +25.7% |
| 6M | -10.7% | +104.0% | -114.6% | -16.3% |
| YTD | +9.1% | +26.0% | -17.0% | +6.2% |
| 1Y | +44.1% | -3.5% | +47.6% | +43.3% |
| 3Y | +285.4% | -9.6% | +295.0% | +275.6% |
| All | +205.4% | -49.8% | +255.2% | +193.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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