+177.6%
GDXJ vs PL
+81.7%
+95.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -0.9% |
| 7D | +4.3% | -7.5% | +11.8% | +5.3% |
| 30D | +8.4% | -25.6% | +34.0% | +12.4% |
| 3M | +25.5% | -45.6% | +71.1% | +34.7% |
| 6M | -6.3% | -29.5% | +23.2% | -3.9% |
| YTD | +12.1% | -9.7% | +21.8% | +11.4% |
| 1Y | +51.1% | +84.4% | -33.3% | +37.2% |
| 3Y | +296.1% | +550.0% | -253.9% | +184.6% |
| 5Y | +228.1% | +79.0% | +149.1% | +176.5% |
| All | +177.6% | +81.7% | +95.9% | +133.2% |
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