+215.1%
GDXJ vs MTB
+173.8%
+41.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | +5.0% | -4.8% | +9.8% | +5.3% |
| 3M | +24.1% | +6.0% | +18.1% | +23.4% |
| 6M | -7.4% | +19.6% | -27.0% | -8.7% |
| YTD | +10.2% | +21.5% | -11.3% | +8.4% |
| 1Y | +42.5% | +24.7% | +17.8% | +39.9% |
| 3Y | +285.7% | +108.6% | +177.1% | +261.1% |
| 5Y | +231.9% | +106.7% | +125.1% | +213.0% |
| All | +215.1% | +173.8% | +41.3% | +201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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