+49.9%
GDXJ vs MOD
+853.7%
-803.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.7% | -2.9% | +2.1% |
| 7D | +13.4% | -25.5% | +39.0% | +16.9% |
| 30D | -1.3% | -49.0% | +47.7% | +6.8% |
| 3M | -1.5% | -49.8% | +48.3% | +6.5% |
| 6M | -12.2% | -64.8% | +52.5% | -1.2% |
| YTD | -5.3% | -27.6% | +22.3% | -2.8% |
| 1Y | +22.0% | -35.2% | +57.2% | +26.4% |
| 3Y | +224.9% | +137.1% | +87.8% | +176.6% |
| 5Y | +160.6% | +760.3% | -599.7% | +84.8% |
| 10Y | +203.0% | +938.8% | -735.8% | +78.7% |
| All | +49.9% | +853.7% | -803.8% | -24.0% |
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 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