+235.6%
GDXJ vs RF
+337.1%
-101.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | +4.3% | +2.7% | +1.6% | +4.0% |
| 30D | +8.4% | -3.4% | +11.8% | +8.8% |
| 3M | +25.5% | +6.4% | +19.2% | +24.4% |
| 6M | -6.3% | +13.4% | -19.7% | -7.9% |
| YTD | +12.1% | +14.2% | -2.2% | +10.1% |
| 1Y | +51.1% | +15.7% | +35.3% | +48.0% |
| 3Y | +296.1% | +91.3% | +204.7% | +260.4% |
| 5Y | +228.1% | +89.8% | +138.4% | +196.0% |
| All | +235.6% | +337.1% | -101.5% | +179.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling