+85.6%
GDXJ vs PBF
+317.1%
-231.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.4% | -1.3% |
| 7D | +4.3% | +2.4% | +1.9% | +4.2% |
| 30D | +8.4% | +24.9% | -16.4% | +7.4% |
| 3M | +25.5% | +81.9% | -56.3% | +22.1% |
| 6M | -6.3% | +79.4% | -85.7% | -9.3% |
| YTD | +12.1% | +188.3% | -176.2% | +5.6% |
| 1Y | +51.1% | +177.3% | -126.2% | +42.3% |
| 3Y | +296.1% | +56.0% | +240.1% | +279.0% |
| 5Y | +228.1% | +804.0% | -575.9% | +192.7% |
| 10Y | +211.8% | +334.1% | -122.3% | +167.2% |
| All | +85.6% | +317.1% | -231.5% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling