+42.5%
GDXJ vs KGC
+28.2%
+14.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.4% |
| 7D | -2.8% | -5.6% | +2.8% | +2.7% |
| 30D | +5.0% | +6.1% | -1.2% | -1.2% |
| 3M | +24.1% | +17.3% | +6.7% | +6.2% |
| 6M | -7.4% | -10.3% | +2.9% | +2.4% |
| YTD | +10.2% | +3.9% | +6.4% | +7.7% |
| 1Y | +42.5% | +25.7% | +16.8% | +18.8% |
| All | +42.5% | +28.2% | +14.3% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling