-5.8%
GDXJ vs MKC
-18.2%
+12.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.2% |
| 7D | +0.9% | -4.3% | +5.2% | +0.4% |
| 30D | +8.8% | -3.1% | +11.9% | +8.5% |
| 3M | +29.8% | +6.8% | +23.0% | +31.4% |
| 6M | -5.8% | -18.3% | +12.5% | -2.5% |
| All | -5.8% | -18.2% | +12.4% | -2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling