+231.2%
GDXJ vs MOD
+1,079.7%
-848.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +27.9% | -28.5% | -2.8% |
| 7D | -8.1% | +40.4% | -48.5% | -10.8% |
| 30D | -5.5% | -14.0% | +8.5% | -4.9% |
| 3M | -14.6% | -33.3% | +18.8% | -12.3% |
| 6M | -23.2% | -51.4% | +28.2% | -19.4% |
| YTD | -13.0% | +1.6% | -14.6% | -13.2% |
| 1Y | +2.8% | +5.4% | -2.6% | +2.2% |
| 3Y | +221.5% | +191.0% | +30.5% | +198.9% |
| 5Y | +123.4% | +1,093.1% | -969.8% | +96.1% |
| All | +231.2% | +1,079.7% | -848.5% | +198.0% |
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