+186.2%
GDXJ vs MULL
+2,337.2%
-2,150.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.2% |
| 7D | -2.8% | -8.4% | +5.6% | -1.9% |
| 30D | +5.0% | +9.7% | -4.7% | +3.5% |
| 3M | +24.1% | -26.8% | +50.8% | +22.8% |
| 6M | -7.4% | +220.7% | -228.1% | -23.3% |
| YTD | +10.2% | +509.0% | -498.8% | -14.6% |
| 1Y | +42.5% | +1,739.5% | -1,697.0% | 0.0% |
| All | +186.2% | +2,337.2% | -2,150.9% | +87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling