+297.5%
GDXJ vs PBF
+55.5%
+242.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.3% |
| 7D | +0.9% | +1.4% | -0.4% | +0.9% |
| 30D | +8.8% | +15.8% | -7.0% | +8.5% |
| 3M | +29.8% | +90.3% | -60.4% | +27.4% |
| 6M | -5.8% | +102.8% | -108.6% | -9.4% |
| YTD | +13.6% | +187.3% | -173.7% | +4.7% |
| 1Y | +54.5% | +161.8% | -107.4% | +43.2% |
| All | +297.5% | +55.5% | +242.1% | +292.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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