+158.1%
GDXJ vs PL
+20.8%
+137.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.4% | -7.6% | +1.5% |
| 7D | +13.4% | -6.8% | +20.3% | +14.2% |
| 30D | -1.3% | -29.3% | +28.0% | +3.0% |
| 3M | -1.5% | -44.8% | +43.2% | +5.8% |
| 6M | -12.2% | -68.4% | +56.2% | +0.2% |
| YTD | -5.3% | -36.4% | +31.1% | -1.9% |
| 1Y | +22.0% | +0.7% | +21.3% | +19.1% |
| 3Y | +224.9% | +455.3% | -230.4% | +137.8% |
| All | +158.1% | +20.8% | +137.3% | +116.7% |
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