+127.5%
GDXJ vs PL
+46.3%
+81.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.7% |
| 7D | +0.3% | +13.4% | -13.1% | -1.5% |
| 30D | -7.4% | -10.2% | +2.7% | -6.4% |
| 3M | -11.9% | -39.5% | +27.6% | -6.6% |
| 6M | -19.3% | -65.7% | +46.4% | -8.9% |
| YTD | -8.1% | -27.3% | +19.1% | -6.5% |
| 1Y | +9.1% | +15.0% | -5.9% | +4.6% |
| 3Y | +236.2% | +560.8% | -324.6% | +141.0% |
| 5Y | +136.3% | +38.4% | +97.9% | +98.5% |
| All | +127.5% | +46.3% | +81.2% | +95.6% |
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