+228.5%
GDXJ vs MOD
+1,005.7%
-777.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.9% | -4.9% | +4.2% |
| 7D | +16.4% | -13.9% | +30.3% | +17.2% |
| 30D | -1.2% | -41.5% | +40.3% | +2.7% |
| 3M | -3.9% | -45.7% | +41.9% | +0.4% |
| 6M | -10.2% | -61.1% | +51.0% | -4.0% |
| YTD | -0.6% | -20.5% | +19.9% | +1.4% |
| 1Y | +24.3% | -32.1% | +56.5% | +27.9% |
| 3Y | +257.4% | +146.5% | +110.9% | +240.8% |
| 5Y | +166.5% | +812.7% | -646.3% | +142.7% |
| 10Y | +228.5% | +966.8% | -738.3% | +221.7% |
| All | +228.5% | +1,005.7% | -777.2% | +221.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling