+257.4%
GDXJ vs P
+190.3%
+67.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.3% | -1.4% | +4.1% |
| 7D | +16.4% | -9.6% | +26.0% | +17.6% |
| 30D | -1.2% | -33.4% | +32.2% | +4.1% |
| 3M | -3.9% | +14.2% | -18.1% | -7.4% |
| 6M | -10.2% | +31.6% | -41.7% | -16.0% |
| YTD | -0.6% | +53.5% | -54.1% | -9.3% |
| 1Y | +24.3% | +14.2% | +10.2% | +16.4% |
| 3Y | +257.4% | +190.5% | +66.9% | +206.4% |
| All | +257.4% | +190.3% | +67.1% | +206.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling