+215.1%
GDXJ vs LOW
+233.5%
-18.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -2.8% | -3.7% | +0.9% | -1.9% |
| 30D | +5.0% | -8.9% | +13.8% | +7.2% |
| 3M | +24.1% | -10.4% | +34.5% | +27.1% |
| 6M | -7.4% | -19.4% | +12.0% | -2.8% |
| YTD | +10.2% | -17.1% | +27.3% | +14.8% |
| 1Y | +42.5% | -26.3% | +68.8% | +51.9% |
| 3Y | +285.7% | -9.9% | +295.6% | +289.1% |
| 5Y | +231.9% | +6.1% | +225.7% | +219.7% |
| All | +215.1% | +233.5% | -18.4% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 10y: compounded portfolio wealth divided by compounded LOW 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…
10y analysis · Full analysis span regression · 6 months rolling