+123.6%
GDXJ vs KGC
+226.6%
-103.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | -8.1% | -6.7% | -1.4% | -2.5% |
| 30D | -5.5% | -6.7% | +1.2% | +0.2% |
| 3M | -14.6% | -22.6% | +8.0% | +5.0% |
| 6M | -23.2% | -33.4% | +10.2% | +7.5% |
| YTD | -13.0% | -26.0% | +13.0% | +13.1% |
| 1Y | +2.8% | -18.3% | +21.0% | +23.7% |
| 3Y | +221.5% | +315.8% | -94.3% | +6.1% |
| All | +123.6% | +226.6% | -103.0% | -23.0% |
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