+240.1%
GDXJ vs RF
+334.5%
-94.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +0.9% | -0.1% | +1.1% | +1.0% |
| 30D | +8.8% | -4.0% | +12.8% | +9.3% |
| 3M | +29.8% | +5.6% | +24.3% | +28.8% |
| 6M | -5.8% | +13.1% | -18.9% | -7.4% |
| YTD | +13.6% | +13.6% | 0.0% | +11.6% |
| 1Y | +54.5% | +16.0% | +38.5% | +51.3% |
| 3Y | +301.4% | +90.2% | +211.2% | +265.5% |
| 5Y | +236.3% | +87.0% | +149.4% | +204.0% |
| 10Y | +240.1% | +338.5% | -98.4% | +182.9% |
| All | +240.1% | +334.5% | -94.4% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded RF 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling