+77.5%
GDXJ vs LOW
+1,189.0%
-1,111.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.8% |
| 7D | +4.3% | +0.4% | +3.9% | +4.2% |
| 30D | +8.4% | -10.1% | +18.5% | +10.9% |
| 3M | +25.5% | -2.9% | +28.4% | +26.2% |
| 6M | -6.3% | -19.4% | +13.1% | -2.1% |
| YTD | +12.1% | -15.4% | +27.5% | +15.8% |
| 1Y | +51.1% | -24.9% | +76.0% | +59.6% |
| 3Y | +296.1% | -7.8% | +303.9% | +297.7% |
| 5Y | +228.1% | +8.4% | +219.7% | +216.1% |
| 10Y | +211.8% | +226.8% | -15.0% | +140.0% |
| All | +77.5% | +1,189.0% | -1,111.6% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling