+317.9%
GDXJ vs MGY
+210.4%
+107.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -2.8% | +3.5% | -6.4% | -3.2% |
| 30D | +5.0% | +5.3% | -0.3% | +4.3% |
| 3M | +24.1% | +2.6% | +21.4% | +23.4% |
| 6M | -7.4% | -3.3% | -4.1% | -7.7% |
| YTD | +10.2% | +29.2% | -19.0% | +5.8% |
| 1Y | +42.5% | +18.0% | +24.5% | +38.2% |
| 3Y | +285.7% | +30.0% | +255.7% | +266.0% |
| 5Y | +231.9% | +92.7% | +139.2% | +206.6% |
| All | +317.9% | +210.4% | +107.5% | +248.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling