+220.4%
GDXJ vs MKC
-33.0%
+253.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | -2.8% | -1.5% | -1.3% | -2.5% |
| 30D | +5.0% | -3.1% | +8.1% | +5.5% |
| 3M | +24.1% | +5.2% | +18.9% | +22.2% |
| 6M | -7.4% | -12.8% | +5.5% | -4.4% |
| YTD | +10.2% | -23.3% | +33.5% | +17.3% |
| 1Y | +42.5% | -24.1% | +66.7% | +51.8% |
| 3Y | +285.7% | -32.1% | +317.8% | +320.3% |
| All | +220.4% | -33.0% | +253.4% | +239.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling