+221.5%
GDXJ vs RF
+119.8%
+101.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | -8.1% | +1.9% | -10.0% | -8.4% |
| 30D | -5.5% | +7.3% | -12.8% | -6.6% |
| 3M | -14.6% | -7.9% | -6.6% | -13.6% |
| 6M | -23.2% | +10.5% | -33.7% | -24.8% |
| YTD | -13.0% | +9.6% | -22.6% | -14.7% |
| 1Y | +2.8% | +20.3% | -17.5% | -0.4% |
| 3Y | +221.5% | +119.5% | +101.9% | +138.9% |
| All | +221.5% | +119.8% | +101.7% | +138.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling