+183.2%
GDXJ vs MULL
+2,366.2%
-2,182.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.3% | +5.4% | -3.0% |
| 7D | -6.2% | +3.6% | -9.8% | -6.7% |
| 30D | +4.6% | +22.0% | -17.4% | +2.0% |
| 3M | +31.3% | -8.6% | +39.9% | +26.8% |
| 6M | -10.7% | +248.5% | -259.2% | -26.7% |
| YTD | +9.1% | +516.3% | -507.2% | -15.6% |
| 1Y | +44.1% | +2,036.6% | -1,992.5% | 0.0% |
| All | +183.2% | +2,366.2% | -2,182.9% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling