+0.5%
GDXJ vs MOD
-30.7%
+31.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.1% | -4.6% |
| 7D | -4.9% | +16.1% | -21.0% | -7.6% |
| 30D | -10.0% | -38.5% | +28.6% | -0.9% |
| 3M | -16.6% | -46.8% | +30.2% | -5.7% |
| 6M | -23.3% | -61.6% | +38.3% | -7.2% |
| YTD | -12.4% | -20.5% | +8.1% | -0.1% |
| 1Y | +0.5% | -28.0% | +28.5% | +14.9% |
| All | +0.5% | -30.7% | +31.1% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling