+220.4%
GDXJ vs MGY
+88.8%
+131.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -2.8% | +3.5% | -6.4% | -3.6% |
| 30D | +5.0% | +5.3% | -0.3% | +3.7% |
| 3M | +24.1% | +2.6% | +21.4% | +22.8% |
| 6M | -7.4% | -3.3% | -4.1% | -8.2% |
| YTD | +10.2% | +29.2% | -19.0% | +0.9% |
| 1Y | +42.5% | +18.0% | +24.5% | +33.3% |
| 3Y | +285.7% | +30.0% | +255.7% | +240.6% |
| All | +220.4% | +88.8% | +131.6% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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