+74.5%
GDXJ vs NYT
+761.7%
-687.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | +5.0% | +4.6% | +0.4% | +4.0% |
| 3M | +24.1% | -9.6% | +33.7% | +25.8% |
| 6M | -7.4% | -14.0% | +6.7% | -5.2% |
| YTD | +10.2% | -2.8% | +13.1% | +9.6% |
| 1Y | +42.5% | +15.6% | +26.9% | +36.4% |
| 3Y | +285.7% | +56.3% | +229.4% | +241.9% |
| 5Y | +231.9% | +39.5% | +192.3% | +194.7% |
| 10Y | +230.0% | +488.0% | -258.0% | +106.3% |
| All | +74.5% | +761.7% | -687.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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