+21.8%
GDXJ vs KEYS
+55.9%
-34.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -6.3% | +15.9% | +11.8% |
| 7D | -0.2% | -14.8% | +14.6% | +5.7% |
| 30D | -7.6% | -25.6% | +18.0% | +2.8% |
| 3M | +2.3% | -16.2% | +18.5% | +8.4% |
| 6M | -7.8% | -18.6% | +10.8% | -1.9% |
| YTD | -8.4% | +40.7% | -49.1% | -19.4% |
| 1Y | +21.8% | +59.6% | -37.8% | +3.2% |
| All | +21.8% | +55.9% | -34.1% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling