+231.2%
GDXJ vs P
+652.0%
-420.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.3% |
| 7D | -8.1% | +11.6% | -19.7% | -9.6% |
| 30D | -5.5% | -23.7% | +18.2% | -2.3% |
| 3M | -14.6% | -8.0% | -6.6% | -14.6% |
| 6M | -23.2% | +27.9% | -51.1% | -27.6% |
| YTD | -13.0% | +61.2% | -74.1% | -21.0% |
| 1Y | +2.8% | +28.6% | -25.9% | -4.6% |
| 3Y | +221.5% | +200.5% | +21.0% | +154.6% |
| 5Y | +123.4% | +282.9% | -159.6% | +67.9% |
| All | +231.2% | +652.0% | -420.8% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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