+79.5%
GDXJ vs M
+121.3%
-41.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.7% |
| 7D | +0.2% | +4.7% | -4.5% | -0.2% |
| 30D | +17.9% | -9.6% | +27.5% | +18.7% |
| 3M | +15.3% | +0.9% | +14.5% | +15.2% |
| 6M | -9.4% | +22.3% | -31.7% | -10.8% |
| YTD | +13.4% | +6.5% | +6.9% | +12.6% |
| 1Y | +59.7% | +38.8% | +20.9% | +55.5% |
| 3Y | +283.6% | +115.9% | +167.7% | +258.9% |
| 5Y | +217.6% | +28.6% | +189.0% | +201.3% |
| 10Y | +225.7% | -2.5% | +228.2% | +197.6% |
| All | +79.5% | +121.3% | -41.7% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling