+228.4%
GDXJ vs MAR
+151.1%
+77.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.2% | -3.8% |
| 7D | -6.2% | -2.1% | -4.1% | -5.7% |
| 30D | +4.6% | -5.7% | +10.3% | +6.3% |
| 3M | +31.3% | -14.6% | +45.9% | +36.7% |
| 6M | -10.7% | +1.3% | -12.0% | -11.1% |
| YTD | +9.1% | +6.7% | +2.4% | +6.6% |
| 1Y | +44.1% | +26.4% | +17.7% | +34.2% |
| 3Y | +285.4% | +64.7% | +220.7% | +222.5% |
| 5Y | +228.4% | +153.1% | +75.3% | +146.8% |
| All | +228.4% | +151.1% | +77.3% | +146.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling