+353.1%
GDXJ vs KEYS
+1,113.8%
-760.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.1% |
| 7D | -2.8% | +3.5% | -6.3% | -3.6% |
| 30D | +5.0% | -4.5% | +9.4% | +5.9% |
| 3M | +24.1% | -0.4% | +24.5% | +23.4% |
| 6M | -7.4% | +19.1% | -26.5% | -11.4% |
| YTD | +10.2% | +66.7% | -56.4% | -2.5% |
| 1Y | +42.5% | +96.5% | -53.9% | +21.4% |
| 3Y | +285.7% | +155.2% | +130.6% | +205.7% |
| 5Y | +231.9% | +88.0% | +143.9% | +175.7% |
| 10Y | +230.0% | +1,046.8% | -816.8% | +112.4% |
| All | +353.1% | +1,113.8% | -760.6% | +217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling