+79.8%
GDXJ vs RJF
+1,171.8%
-1,092.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +1.5% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | +8.8% | -2.0% | +10.8% | +9.2% |
| 3M | +29.8% | +16.3% | +13.5% | +26.1% |
| 6M | -5.8% | +16.9% | -22.7% | -8.6% |
| YTD | +13.6% | +10.4% | +3.2% | +11.2% |
| 1Y | +54.5% | +7.4% | +47.1% | +52.0% |
| 3Y | +301.4% | +72.2% | +229.2% | +256.9% |
| 5Y | +236.3% | +105.1% | +131.2% | +186.2% |
| 10Y | +240.1% | +430.9% | -190.8% | +126.6% |
| All | +79.8% | +1,171.8% | -1,092.0% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling