+296.1%
GDXJ vs RL
+211.8%
+84.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.9% |
| 7D | +4.3% | +1.9% | +2.4% | +3.8% |
| 30D | +8.4% | -12.2% | +20.6% | +11.9% |
| 3M | +25.5% | -6.6% | +32.2% | +27.6% |
| 6M | -6.3% | +3.2% | -9.5% | -7.0% |
| YTD | +12.1% | -1.3% | +13.4% | +11.9% |
| 1Y | +51.1% | +13.6% | +37.5% | +46.9% |
| 3Y | +296.1% | +210.9% | +85.2% | +189.4% |
| All | +296.1% | +211.8% | +84.2% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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