+242.0%
GDXJ vs KEY
+124.5%
+117.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -5.9% |
| 7D | +11.8% | +0.5% | +11.3% | +11.7% |
| 30D | -7.1% | +6.9% | -14.0% | -8.5% |
| 3M | -10.5% | -5.0% | -5.5% | -9.6% |
| 6M | -15.5% | +0.7% | -16.3% | -15.8% |
| YTD | -6.6% | +6.5% | -13.0% | -7.9% |
| 1Y | +11.3% | +22.6% | -11.3% | +7.1% |
| 3Y | +242.0% | +125.3% | +116.6% | +152.9% |
| All | +242.0% | +124.5% | +117.4% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 3y: compounded portfolio wealth divided by compounded KEY 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…
3y analysis · Full analysis span regression · 6 months rolling