+79.8%
GDXJ vs OMC
+252.3%
-172.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +2.1% |
| 7D | +0.9% | -4.2% | +5.2% | +1.9% |
| 30D | +8.8% | -7.5% | +16.3% | +10.5% |
| 3M | +29.8% | +4.6% | +25.2% | +28.0% |
| 6M | -5.8% | -4.8% | -1.0% | -5.3% |
| YTD | +13.6% | -1.0% | +14.6% | +12.5% |
| 1Y | +54.5% | +3.8% | +50.6% | +50.6% |
| 3Y | +301.4% | +10.2% | +291.2% | +279.4% |
| 5Y | +236.3% | +29.7% | +206.6% | +198.9% |
| 10Y | +240.1% | +32.3% | +207.8% | +186.6% |
| All | +79.8% | +252.3% | -172.5% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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