+215.1%
GDXJ vs KGC
+698.0%
-482.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.5% |
| 7D | -2.8% | -5.6% | +2.8% | +1.9% |
| 30D | +5.0% | +6.1% | -1.2% | 0.0% |
| 3M | +24.1% | +17.3% | +6.7% | +9.4% |
| 6M | -7.4% | -10.3% | +2.9% | +2.2% |
| YTD | +10.2% | +3.9% | +6.4% | +8.7% |
| 1Y | +42.5% | +25.7% | +16.8% | +20.8% |
| 3Y | +285.7% | +526.0% | -240.3% | -10.6% |
| 5Y | +231.9% | +455.5% | -223.6% | -18.8% |
| All | +215.1% | +698.0% | -482.9% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 10y: compounded portfolio wealth divided by compounded KGC 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…
10y analysis · Full analysis span regression · 6 months rolling