-7.0%
GDXJ vs PBR
+21.9%
-28.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.5% |
| 7D | +0.9% | +0.3% | +0.6% | +1.0% |
| 30D | +8.8% | +17.5% | -8.7% | +13.8% |
| 3M | +29.8% | +20.9% | +9.0% | +37.0% |
| All | -7.0% | +21.9% | -28.9% | -5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling