+224.9%
GDXJ vs MOD
+129.2%
+95.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.7% | -2.9% | +2.0% |
| 7D | +13.4% | -25.5% | +39.0% | +17.4% |
| 30D | -1.3% | -49.0% | +47.7% | +8.3% |
| 3M | -1.5% | -49.8% | +48.3% | +8.0% |
| 6M | -12.2% | -64.8% | +52.5% | +0.9% |
| YTD | -5.3% | -27.6% | +22.3% | +0.3% |
| 1Y | +22.0% | -35.2% | +57.2% | +30.5% |
| 3Y | +224.9% | +137.1% | +87.8% | +191.6% |
| All | +224.9% | +129.2% | +95.7% | +191.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling