+116.9%
GDXJ vs PL
+41.8%
+75.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.1% | -1.6% | -4.3% |
| 7D | -4.9% | +22.3% | -27.2% | -7.5% |
| 30D | -10.0% | -8.3% | -1.6% | -9.2% |
| 3M | -16.6% | -43.3% | +26.6% | -10.8% |
| 6M | -23.3% | -65.8% | +42.5% | -13.3% |
| YTD | -12.4% | -29.5% | +17.1% | -10.5% |
| 1Y | +0.5% | +11.7% | -11.3% | -3.2% |
| 3Y | +220.5% | +540.6% | -320.1% | +130.7% |
| 5Y | +124.7% | +32.9% | +91.8% | +89.2% |
| All | +116.9% | +41.8% | +75.0% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling