+74.5%
GDXJ vs PBR
+65.5%
+9.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -2.8% | +5.4% | -8.2% | -4.1% |
| 30D | +5.0% | +22.9% | -17.9% | -0.5% |
| 3M | +24.1% | +19.6% | +4.4% | +17.8% |
| 6M | -7.4% | +16.5% | -23.8% | -12.1% |
| YTD | +10.2% | +86.7% | -76.4% | -7.5% |
| 1Y | +42.5% | +74.7% | -32.2% | +21.3% |
| 3Y | +285.7% | +102.6% | +183.1% | +210.9% |
| 5Y | +231.9% | +566.6% | -334.7% | +88.3% |
| 10Y | +230.0% | +686.1% | -456.1% | +47.0% |
| All | +74.5% | +65.5% | +9.0% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling