+522.8%
GDXJ vs P
+504.9%
+17.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.3% | -1.4% | +4.1% |
| 7D | +16.4% | -9.6% | +26.0% | +17.5% |
| 30D | -1.2% | -33.4% | +32.2% | +3.8% |
| 3M | -3.9% | +14.2% | -18.1% | -6.9% |
| 6M | -10.2% | +31.6% | -41.7% | -15.2% |
| YTD | -0.6% | +53.5% | -54.1% | -8.4% |
| 1Y | +24.3% | +14.2% | +10.2% | +18.0% |
| 3Y | +257.4% | +190.5% | +66.9% | +191.2% |
| 5Y | +166.5% | +256.3% | -89.9% | +108.4% |
| 10Y | +228.5% | +707.9% | -479.3% | +124.6% |
| All | +522.8% | +504.9% | +17.9% | +341.4% |
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