+59.7%
GDXJ vs MAR
+27.3%
+32.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +0.2% | -4.2% | +4.3% | +1.0% |
| 30D | +17.9% | -6.7% | +24.5% | +19.3% |
| 3M | +15.3% | -12.5% | +27.8% | +17.7% |
| 6M | -9.4% | +0.6% | -10.0% | -9.8% |
| YTD | +13.4% | +9.1% | +4.3% | +13.4% |
| 1Y | +59.7% | +26.2% | +33.4% | +70.0% |
| All | +59.7% | +27.3% | +32.4% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling