+281.7%
GDXJ vs MTB
+113.5%
+168.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.0% |
| 7D | -6.2% | -0.4% | -5.8% | -6.2% |
| 30D | +4.6% | -4.6% | +9.2% | +5.2% |
| 3M | +31.3% | +7.4% | +23.8% | +29.6% |
| 6M | -10.7% | +18.7% | -29.4% | -13.0% |
| YTD | +9.1% | +21.1% | -12.0% | +5.8% |
| 1Y | +44.1% | +24.1% | +20.1% | +39.4% |
| All | +281.7% | +113.5% | +168.2% | +213.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling