+228.5%
GDXJ vs RF
+277.2%
-48.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +4.7% |
| 7D | +16.4% | -0.1% | +16.5% | +16.4% |
| 30D | -1.2% | +7.0% | -8.2% | -2.0% |
| 3M | -3.9% | -7.0% | +3.1% | -3.1% |
| 6M | -10.2% | +6.8% | -16.9% | -11.0% |
| YTD | -0.6% | +9.9% | -10.5% | -2.0% |
| 1Y | +24.3% | +21.1% | +3.2% | +21.3% |
| 3Y | +257.4% | +119.6% | +137.8% | +220.8% |
| 5Y | +166.5% | +46.2% | +120.3% | +147.7% |
| 10Y | +228.5% | +261.5% | -33.0% | +211.6% |
| All | +228.5% | +277.2% | -48.7% | +211.6% |
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