+475.7%
GDXJ vs P
+526.5%
-50.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.1% | -2.3% |
| 7D | +0.3% | -4.7% | +5.0% | +0.7% |
| 30D | -7.4% | -31.4% | +24.0% | -3.2% |
| 3M | -11.9% | -2.6% | -9.2% | -12.6% |
| 6M | -19.3% | +21.9% | -41.2% | -23.1% |
| YTD | -8.1% | +58.9% | -67.1% | -15.8% |
| 1Y | +9.1% | +21.7% | -12.7% | +2.6% |
| 3Y | +236.2% | +193.3% | +42.9% | +173.5% |
| 5Y | +136.3% | +275.1% | -138.8% | +83.6% |
| 10Y | +256.9% | +655.3% | -398.4% | +144.0% |
| All | +475.7% | +526.5% | -50.7% | +306.0% |
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