+123.6%
GDXJ vs PL
+31.5%
+92.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -8.1% | +10.0% | -18.1% | -9.3% |
| 30D | -5.5% | -2.3% | -3.2% | -5.5% |
| 3M | -14.6% | -44.2% | +29.6% | -8.4% |
| 6M | -23.2% | -66.1% | +42.9% | -13.1% |
| YTD | -13.0% | -30.0% | +17.0% | -11.0% |
| 1Y | +2.8% | +21.0% | -18.3% | -1.9% |
| 3Y | +221.5% | +516.5% | -295.0% | +132.2% |
| All | +123.6% | +31.5% | +92.1% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling