+292.3%
GDXJ vs M
+115.8%
+176.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.8% |
| 7D | +4.3% | +2.4% | +1.9% | +4.0% |
| 30D | +8.4% | -11.6% | +20.0% | +10.2% |
| 3M | +25.5% | +1.6% | +23.9% | +25.1% |
| 6M | -6.3% | +25.2% | -31.6% | -9.0% |
| YTD | +12.1% | +3.8% | +8.3% | +10.9% |
| 1Y | +51.1% | +36.3% | +14.7% | +44.2% |
| All | +292.3% | +115.8% | +176.5% | +237.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling