+281.7%
GDXJ vs RJF
+69.1%
+212.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.8% |
| 7D | -6.2% | -4.2% | -2.0% | -5.4% |
| 30D | +4.6% | -3.6% | +8.2% | +5.4% |
| 3M | +31.3% | +15.6% | +15.6% | +27.5% |
| 6M | -10.7% | +17.6% | -28.3% | -13.6% |
| YTD | +9.1% | +9.2% | -0.1% | +6.8% |
| 1Y | +44.1% | +5.5% | +38.6% | +41.7% |
| All | +281.7% | +69.1% | +212.6% | +237.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling