+79.5%
GDXJ vs MOD
+1,821.6%
-1,742.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.8% | -3.0% |
| 7D | +0.2% | +9.6% | -9.4% | -1.0% |
| 30D | +17.9% | 0.0% | +17.8% | +17.7% |
| 3M | +15.3% | -35.4% | +50.7% | +21.2% |
| 6M | -9.4% | -7.3% | -2.2% | -9.1% |
| YTD | +13.4% | +45.8% | -32.4% | +7.4% |
| 1Y | +59.7% | +43.1% | +16.5% | +50.9% |
| 3Y | +283.6% | +297.7% | -14.1% | +206.9% |
| 5Y | +217.6% | +1,478.8% | -1,261.2% | +109.6% |
| 10Y | +225.7% | +1,633.4% | -1,407.7% | +84.8% |
| All | +79.5% | +1,821.6% | -1,742.1% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling