+74.5%
GDXJ vs MKTX
+1,493.7%
-1,419.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | +5.0% | +0.7% | +4.2% | +4.8% |
| 3M | +24.1% | +40.8% | -16.7% | +14.5% |
| 6M | -7.4% | -8.0% | +0.6% | -6.6% |
| YTD | +10.2% | -8.7% | +19.0% | +11.2% |
| 1Y | +42.5% | -11.8% | +54.4% | +44.5% |
| 3Y | +285.7% | -24.0% | +309.7% | +296.3% |
| 5Y | +231.9% | -60.3% | +292.2% | +281.9% |
| 10Y | +230.0% | +5.0% | +225.0% | +219.4% |
| All | +74.5% | +1,493.7% | -1,419.2% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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