+223.4%
GDXJ vs RL
+254.6%
-31.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.5% |
| 7D | -4.9% | +2.4% | -7.3% | -5.5% |
| 30D | -10.0% | +4.6% | -14.5% | -11.0% |
| 3M | -16.6% | -1.1% | -15.5% | -16.5% |
| 6M | -23.3% | +16.5% | -39.8% | -26.2% |
| YTD | -12.4% | +11.4% | -23.9% | -15.2% |
| 1Y | +0.5% | +16.1% | -15.6% | -3.5% |
| All | +223.4% | +254.6% | -31.2% | +117.0% |
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