+65.6%
GDXJ vs PSX
+1,159.1%
-1,093.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.7% | -1.4% |
| 7D | +4.3% | +2.8% | +1.5% | +3.8% |
| 30D | +8.4% | +27.8% | -19.3% | +3.6% |
| 3M | +25.5% | +42.0% | -16.5% | +17.3% |
| 6M | -6.3% | +58.1% | -64.5% | -14.8% |
| YTD | +12.1% | +105.0% | -92.9% | -3.2% |
| 1Y | +51.1% | +104.9% | -53.9% | +30.1% |
| 3Y | +296.1% | +134.1% | +162.0% | +225.8% |
| 5Y | +228.1% | +363.8% | -135.7% | +132.8% |
| 10Y | +211.8% | +370.1% | -158.3% | +106.8% |
| All | +65.6% | +1,159.1% | -1,093.5% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 all: compounded portfolio wealth divided by compounded PSX 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…
all analysis · Full analysis span regression · 6 months rolling