+74.5%
GDXJ vs MTCH
+725.9%
-651.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | -2.8% | +1.3% | -4.1% | -3.0% |
| 30D | +5.0% | +15.9% | -10.9% | +2.4% |
| 3M | +24.1% | +23.3% | +0.8% | +19.5% |
| 6M | -7.4% | +40.1% | -47.5% | -12.7% |
| YTD | +10.2% | +33.6% | -23.4% | +4.5% |
| 1Y | +42.5% | +14.1% | +28.5% | +38.5% |
| 3Y | +285.7% | +1.4% | +284.3% | +273.6% |
| 5Y | +231.9% | -73.1% | +305.0% | +280.4% |
| 10Y | +230.0% | +204.8% | +25.2% | +150.0% |
| All | +74.5% | +725.9% | -651.4% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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