+220.4%
GDXJ vs MCO
+28.6%
+191.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.5% |
| 7D | -2.8% | -3.8% | +1.0% | -1.5% |
| 30D | +5.0% | -0.4% | +5.3% | +5.1% |
| 3M | +24.1% | +7.7% | +16.3% | +20.8% |
| 6M | -7.4% | +7.0% | -14.3% | -9.9% |
| YTD | +10.2% | -6.4% | +16.6% | +11.4% |
| 1Y | +42.5% | -7.6% | +50.2% | +44.4% |
| 3Y | +285.7% | +43.2% | +242.5% | +216.5% |
| All | +220.4% | +28.6% | +191.8% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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