+220.4%
GDXJ vs PBF
+799.3%
-578.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +1.0% |
| 7D | -2.8% | +5.3% | -8.1% | -3.1% |
| 30D | +5.0% | +11.7% | -6.8% | +4.1% |
| 3M | +24.1% | +91.1% | -67.0% | +17.9% |
| 6M | -7.4% | +88.4% | -95.8% | -12.9% |
| YTD | +10.2% | +194.1% | -183.8% | -2.0% |
| 1Y | +42.5% | +180.4% | -137.9% | +26.7% |
| 3Y | +285.7% | +59.3% | +226.4% | +258.4% |
| All | +220.4% | +799.3% | -578.9% | +149.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling