+37.8%
GDXJ vs O
+461.4%
-423.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -8.1% | -0.4% | -7.7% | -7.9% |
| 30D | -5.5% | +7.1% | -12.6% | -8.1% |
| 3M | -14.6% | -5.2% | -9.3% | -12.7% |
| 6M | -23.2% | -1.8% | -21.4% | -23.0% |
| YTD | -13.0% | +9.1% | -22.0% | -16.3% |
| 1Y | +2.8% | +9.7% | -6.9% | -1.4% |
| 3Y | +221.5% | +39.1% | +182.3% | +179.7% |
| 5Y | +123.4% | +8.4% | +115.0% | +113.3% |
| 10Y | +238.2% | +80.2% | +158.0% | +137.3% |
| All | +37.8% | +461.4% | -423.6% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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