+79.8%
GDXJ vs MKC
+307.4%
-227.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.6% |
| 7D | +0.9% | -4.3% | +5.2% | +2.2% |
| 30D | +8.8% | -3.1% | +11.9% | +9.6% |
| 3M | +29.8% | +6.8% | +23.0% | +26.3% |
| 6M | -5.8% | -18.3% | +12.5% | -0.4% |
| YTD | +13.6% | -23.1% | +36.6% | +22.0% |
| 1Y | +54.5% | -23.7% | +78.1% | +65.7% |
| 3Y | +301.4% | -31.0% | +332.4% | +338.6% |
| 5Y | +236.3% | -33.5% | +269.9% | +267.4% |
| 10Y | +240.1% | +30.3% | +209.8% | +177.6% |
| All | +79.8% | +307.4% | -227.6% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling