+261.5%
GDXJ vs REPL
+36.1%
+225.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.8% | -1.5% |
| 7D | +0.3% | +5.3% | -5.0% | +0.1% |
| 30D | -7.4% | +66.6% | -74.1% | -9.3% |
| 3M | -11.9% | +59.6% | -71.4% | -13.6% |
| 6M | -19.3% | +482.4% | -501.7% | -27.1% |
| YTD | -8.1% | +124.1% | -132.2% | -15.9% |
| 1Y | +9.1% | +138.6% | -129.5% | -0.5% |
| 3Y | +236.2% | +96.0% | +140.2% | +173.2% |
| 5Y | +136.3% | -35.4% | +171.7% | +105.2% |
| All | +261.5% | +36.1% | +225.4% | +177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling