+218.1%
GDXJ vs GTLB
-50.8%
+268.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.1% | +1.5% |
| 7D | +0.9% | -6.6% | +7.5% | +1.5% |
| 30D | +8.8% | +13.7% | -4.9% | +7.6% |
| 3M | +29.8% | +52.9% | -23.1% | +25.2% |
| 6M | -5.8% | +88.5% | -94.3% | -11.2% |
| YTD | +13.6% | +23.4% | -9.9% | +10.8% |
| 1Y | +54.5% | -3.8% | +58.3% | +53.6% |
| 3Y | +301.4% | -11.5% | +312.9% | +291.9% |
| All | +218.1% | -50.8% | +268.9% | +205.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling