+146.1%
GDXJ vs PL
+46.6%
+99.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +14.5% | -9.6% | +3.0% |
| 7D | +16.4% | +10.9% | +5.5% | +14.4% |
| 30D | -1.2% | -16.4% | +15.2% | +0.8% |
| 3M | -3.9% | -39.9% | +36.1% | +2.0% |
| 6M | -10.2% | -63.2% | +53.0% | +0.6% |
| YTD | -0.6% | -27.1% | +26.5% | +1.1% |
| 1Y | +24.3% | +12.2% | +12.2% | +19.6% |
| 3Y | +257.4% | +584.3% | -326.9% | +155.0% |
| 5Y | +166.5% | +37.0% | +129.5% | +122.3% |
| All | +146.1% | +46.6% | +99.5% | +111.5% |
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