+220.4%
GDXJ vs PBR
+552.2%
-331.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | -2.8% | +5.4% | -8.2% | -3.9% |
| 30D | +5.0% | +22.9% | -17.9% | +0.4% |
| 3M | +24.1% | +19.6% | +4.4% | +18.9% |
| 6M | -7.4% | +16.5% | -23.8% | -11.5% |
| YTD | +10.2% | +86.7% | -76.4% | -6.1% |
| 1Y | +42.5% | +74.7% | -32.2% | +23.0% |
| 3Y | +285.7% | +102.6% | +183.1% | +216.9% |
| All | +220.4% | +552.2% | -331.7% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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