+240.1%
GDXJ vs P
+694.3%
-454.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.4% | +1.9% |
| 7D | +0.9% | +5.0% | -4.1% | +0.2% |
| 30D | +8.8% | -0.9% | +9.8% | +8.4% |
| 3M | +29.8% | +38.7% | -8.8% | +22.9% |
| 6M | -5.8% | +54.4% | -60.2% | -12.6% |
| YTD | +13.6% | +44.8% | -31.2% | +6.1% |
| 1Y | +54.5% | +22.5% | +31.9% | +46.2% |
| 3Y | +301.4% | +148.2% | +153.1% | +233.5% |
| 5Y | +236.3% | +268.9% | -32.6% | +161.2% |
| 10Y | +240.1% | +696.9% | -456.8% | +137.4% |
| All | +240.1% | +694.3% | -454.2% | +137.4% |
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