+215.1%
GDXJ vs MDY
+177.2%
+37.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.6% |
| 7D | -2.8% | -1.9% | -0.9% | -1.7% |
| 30D | +5.0% | -4.6% | +9.6% | +8.0% |
| 3M | +24.1% | -1.2% | +25.3% | +25.3% |
| 6M | -7.4% | +9.2% | -16.6% | -11.0% |
| YTD | +10.2% | +13.1% | -2.8% | +4.2% |
| 1Y | +42.5% | +13.0% | +29.5% | +35.0% |
| 3Y | +285.7% | +49.2% | +236.5% | +213.4% |
| 5Y | +231.9% | +47.2% | +184.6% | +169.1% |
| All | +215.1% | +177.2% | +37.9% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling