+602.6%
GDXJ vs P
+494.9%
+107.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.4% |
| 7D | +4.3% | +7.8% | -3.5% | +3.2% |
| 30D | +8.4% | +12.3% | -3.9% | +6.1% |
| 3M | +25.5% | +37.1% | -11.6% | +19.2% |
| 6M | -6.3% | +66.1% | -72.4% | -13.7% |
| YTD | +12.1% | +50.9% | -38.8% | +4.4% |
| 1Y | +51.1% | +27.2% | +23.8% | +42.7% |
| 3Y | +296.1% | +158.7% | +137.4% | +230.3% |
| 5Y | +228.1% | +291.1% | -63.0% | +156.2% |
| 10Y | +211.8% | +715.0% | -503.2% | +114.4% |
| All | +602.6% | +494.9% | +107.7% | +403.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling