+236.3%
GDXJ vs KGC
+454.1%
-217.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.1% |
| 3M | +29.8% | +19.8% | +10.1% | +12.2% |
| 6M | -5.8% | -6.7% | +0.9% | +0.5% |
| YTD | +13.6% | +7.8% | +5.8% | +8.7% |
| 1Y | +54.5% | +35.7% | +18.8% | +23.4% |
| 3Y | +301.4% | +553.7% | -252.3% | -7.9% |
| 5Y | +236.3% | +461.7% | -225.3% | -19.2% |
| All | +236.3% | +454.1% | -217.8% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling