+296.1%
GDXJ vs S
+13.8%
+282.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.9% |
| 7D | +4.3% | -5.8% | +10.1% | +4.9% |
| 30D | +8.4% | -9.2% | +17.6% | +9.2% |
| 3M | +25.5% | +23.4% | +2.2% | +22.0% |
| 6M | -6.3% | +36.9% | -43.3% | -10.6% |
| YTD | +12.1% | +29.5% | -17.4% | +7.5% |
| 1Y | +51.1% | +5.4% | +45.6% | +48.3% |
| 3Y | +296.1% | +14.7% | +281.4% | +266.8% |
| All | +296.1% | +13.8% | +282.3% | +266.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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