+215.1%
GDXJ vs RJF
+429.3%
-214.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.8% | -2.7% | -0.1% | -2.4% |
| 30D | +5.0% | -4.3% | +9.2% | +5.6% |
| 3M | +24.1% | +15.7% | +8.3% | +21.3% |
| 6M | -7.4% | +17.8% | -25.2% | -9.7% |
| YTD | +10.2% | +9.2% | +1.0% | +8.6% |
| 1Y | +42.5% | +2.8% | +39.8% | +41.5% |
| 3Y | +285.7% | +69.5% | +216.3% | +252.7% |
| 5Y | +231.9% | +105.9% | +125.9% | +194.4% |
| All | +215.1% | +429.3% | -214.2% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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