+42.5%
GDXJ vs MAR
+28.2%
+14.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | +0.7% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | +5.0% | -5.4% | +10.4% | +6.0% |
| 3M | +24.1% | -15.5% | +39.6% | +27.3% |
| 6M | -7.4% | +3.0% | -10.3% | -7.3% |
| YTD | +10.2% | +8.5% | +1.7% | +10.3% |
| 1Y | +42.5% | +26.0% | +16.6% | +52.9% |
| All | +42.5% | +28.2% | +14.4% | +52.9% |
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