+84.1%
GDXJ vs OUST
-62.3%
+146.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.2% | -0.4% | -4.3% |
| 7D | -4.9% | +19.9% | -24.9% | -6.5% |
| 30D | -10.0% | +3.6% | -13.5% | -10.4% |
| 3M | -16.6% | -20.6% | +4.0% | -15.5% |
| 6M | -23.3% | +35.1% | -58.3% | -26.6% |
| YTD | -12.4% | +69.1% | -81.6% | -18.1% |
| 1Y | +0.5% | +49.9% | -49.5% | -5.4% |
| 3Y | +220.5% | +642.4% | -421.9% | +150.8% |
| 5Y | +124.7% | -48.3% | +173.0% | +93.1% |
| All | +84.1% | -62.3% | +146.4% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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