+21.8%
GDXJ vs MKC
-18.2%
+40.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.4% | +4.2% | +9.6% |
| 7D | -0.2% | +9.6% | -9.8% | +0.1% |
| 30D | -7.6% | +12.0% | -19.6% | -7.3% |
| 3M | +2.3% | -2.0% | +4.3% | +2.1% |
| 6M | -7.8% | +7.2% | -15.0% | -7.5% |
| YTD | -8.4% | -23.7% | +15.4% | -3.9% |
| 1Y | +21.8% | -18.3% | +40.1% | +27.6% |
| All | +21.8% | -18.2% | +40.0% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling