+296.1%
GDXJ vs REPL
-24.7%
+320.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.1% |
| 7D | +4.3% | -5.7% | +10.0% | +4.4% |
| 30D | +8.4% | +22.5% | -14.0% | +8.0% |
| 3M | +25.5% | +64.7% | -39.1% | +23.9% |
| 6M | -6.3% | +83.0% | -89.4% | -9.7% |
| YTD | +12.1% | +52.0% | -39.9% | +8.2% |
| 1Y | +51.1% | +144.5% | -93.5% | +43.9% |
| 3Y | +296.1% | -25.1% | +321.1% | +271.1% |
| All | +296.1% | -24.7% | +320.8% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling