+21.8%
GDXJ vs MULL
+444.9%
-423.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -13.8% | +23.4% | +11.3% |
| 7D | -0.2% | -35.9% | +35.7% | +5.1% |
| 30D | -7.6% | -47.3% | +39.7% | -0.8% |
| 3M | +2.3% | -30.6% | +32.9% | +5.4% |
| 6M | -7.8% | +13.7% | -21.5% | -17.0% |
| YTD | -8.4% | +272.1% | -280.5% | -29.7% |
| 1Y | +21.8% | +475.1% | -453.3% | -14.3% |
| All | +21.8% | +444.9% | -423.1% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling