+297.5%
GDXJ vs KGC
+548.3%
-250.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.1% |
| 7D | +0.9% | -0.1% | +1.0% | +1.0% |
| 30D | +8.8% | +10.5% | -1.7% | -0.3% |
| 3M | +29.8% | +19.8% | +10.1% | +11.2% |
| 6M | -5.8% | -6.7% | +0.9% | +0.4% |
| YTD | +13.6% | +7.8% | +5.8% | +8.2% |
| 1Y | +54.5% | +35.7% | +18.8% | +22.5% |
| All | +297.5% | +548.3% | -250.7% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling