+285.7%
GDXJ vs KR
+33.5%
+252.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +1.1% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | +5.0% | +5.1% | -0.1% | +5.0% |
| 3M | +24.1% | -8.2% | +32.2% | +24.3% |
| 6M | -7.4% | -18.0% | +10.6% | -6.7% |
| YTD | +10.2% | -4.8% | +15.0% | +8.6% |
| 1Y | +42.5% | -11.0% | +53.6% | +42.0% |
| 3Y | +285.7% | +37.7% | +248.1% | +251.3% |
| All | +285.7% | +33.5% | +252.2% | +251.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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