+79.5%
GDXJ vs RL
+463.0%
-383.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -2.8% |
| 7D | +0.2% | -0.8% | +1.0% | +0.3% |
| 30D | +17.9% | -7.8% | +25.6% | +19.2% |
| 3M | +15.3% | -4.0% | +19.3% | +16.0% |
| 6M | -9.4% | -1.9% | -7.6% | -9.3% |
| YTD | +13.4% | -0.2% | +13.6% | +13.1% |
| 1Y | +59.7% | +10.7% | +49.0% | +57.0% |
| 3Y | +283.6% | +210.8% | +72.8% | +222.5% |
| 5Y | +217.6% | +238.2% | -20.6% | +159.9% |
| 10Y | +225.7% | +313.4% | -87.7% | +149.0% |
| All | +79.5% | +463.0% | -383.4% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling