+123.6%
GDXJ vs OUST
-53.0%
+176.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.5% | +7.9% | +0.2% |
| 7D | -8.1% | -3.8% | -4.3% | -7.8% |
| 30D | -5.5% | +5.1% | -10.5% | -6.1% |
| 3M | -14.6% | -25.8% | +11.3% | -12.8% |
| 6M | -23.2% | -2.0% | -21.2% | -24.6% |
| YTD | -13.0% | +54.7% | -67.7% | -18.4% |
| 1Y | +2.8% | +48.8% | -46.0% | -3.5% |
| 3Y | +221.5% | +607.8% | -386.3% | +146.6% |
| All | +123.6% | -53.0% | +176.7% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling