+21.8%
GDXJ vs MAR
+62.0%
-40.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.0% | +7.6% | +8.9% |
| 7D | -0.2% | +7.7% | -7.9% | -2.6% |
| 30D | -7.6% | +19.4% | -27.0% | -12.5% |
| 3M | +2.3% | +23.3% | -21.1% | -4.1% |
| 6M | -7.8% | +22.8% | -30.7% | -14.1% |
| YTD | -8.4% | +37.8% | -46.1% | -17.7% |
| 1Y | +21.8% | +57.4% | -35.6% | +4.4% |
| All | +21.8% | +62.0% | -40.2% | +4.4% |
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