+231.2%
GDXJ vs M
-7.1%
+238.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | -8.1% | +7.0% | -15.1% | -8.5% |
| 30D | -5.5% | +8.9% | -14.4% | -6.0% |
| 3M | -14.6% | +4.5% | -19.1% | -14.8% |
| 6M | -23.2% | +36.2% | -59.4% | -24.6% |
| YTD | -13.0% | +15.1% | -28.1% | -13.9% |
| 1Y | +2.8% | +27.4% | -24.7% | +1.0% |
| 3Y | +221.5% | +160.1% | +61.3% | +203.3% |
| 5Y | +123.4% | -1.6% | +124.9% | +115.3% |
| All | +231.2% | -7.1% | +238.3% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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