+77.5%
GDXJ vs MAR
+1,443.6%
-1,366.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.6% |
| 7D | +4.3% | -1.7% | +6.0% | +4.7% |
| 30D | +8.4% | -6.9% | +15.3% | +10.2% |
| 3M | +25.5% | -15.8% | +41.3% | +30.3% |
| 6M | -6.3% | +1.9% | -8.3% | -6.8% |
| YTD | +12.1% | +6.6% | +5.5% | +10.1% |
| 1Y | +51.1% | +23.7% | +27.4% | +43.2% |
| 3Y | +296.1% | +64.6% | +231.5% | +247.9% |
| 5Y | +228.1% | +156.4% | +71.7% | +158.5% |
| 10Y | +211.8% | +415.4% | -203.6% | +82.3% |
| All | +77.5% | +1,443.6% | -1,366.2% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling