+47.9%
GDXJ vs M
+142.8%
-94.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.5% | -6.5% | -6.0% |
| 7D | +11.8% | +5.0% | +6.8% | +11.4% |
| 30D | -7.1% | +10.6% | -17.7% | -7.8% |
| 3M | -10.5% | +1.6% | -12.1% | -10.7% |
| 6M | -15.5% | +30.8% | -46.4% | -17.2% |
| YTD | -6.6% | +16.9% | -23.5% | -8.0% |
| 1Y | +11.3% | +26.3% | -14.9% | +9.1% |
| 3Y | +242.0% | +158.6% | +83.4% | +216.1% |
| 5Y | +147.7% | +2.1% | +145.6% | +137.2% |
| 10Y | +233.7% | -4.3% | +238.0% | +207.8% |
| All | +47.9% | +142.8% | -94.9% | -5.3% |
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