+228.1%
GDXJ vs KEY
+39.4%
+188.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | +4.3% | +2.7% | +1.6% | +4.0% |
| 30D | +8.4% | -3.2% | +11.7% | +8.9% |
| 3M | +25.5% | +1.0% | +24.6% | +25.3% |
| 6M | -6.3% | +11.9% | -18.2% | -7.6% |
| YTD | +12.1% | +8.7% | +3.4% | +10.9% |
| 1Y | +51.1% | +18.5% | +32.6% | +47.9% |
| 3Y | +296.1% | +124.0% | +172.1% | +257.8% |
| 5Y | +228.1% | +40.8% | +187.3% | +187.7% |
| All | +228.1% | +39.4% | +188.7% | +187.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling