+215.4%
GDXJ vs MOD
+1,523.5%
-1,308.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.8% | -2.8% |
| 7D | +0.2% | +9.6% | -9.4% | -0.6% |
| 30D | +17.9% | 0.0% | +17.8% | +17.8% |
| 3M | +15.3% | -35.4% | +50.7% | +18.8% |
| 6M | -9.4% | -7.3% | -2.2% | -9.0% |
| YTD | +13.4% | +45.8% | -32.4% | +10.8% |
| 1Y | +59.7% | +43.1% | +16.5% | +55.9% |
| 3Y | +283.6% | +297.7% | -14.1% | +251.3% |
| 5Y | +217.6% | +1,478.8% | -1,261.2% | +176.8% |
| All | +215.4% | +1,523.5% | -1,308.1% | +194.5% |
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