+221.5%
GDXJ vs S
+41.6%
+179.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -8.1% | +2.0% | -10.1% | -8.2% |
| 30D | -5.5% | -2.7% | -2.8% | -5.4% |
| 3M | -14.6% | -6.9% | -7.7% | -14.2% |
| 6M | -23.2% | +38.1% | -61.3% | -26.4% |
| YTD | -13.0% | +48.0% | -61.0% | -17.6% |
| 1Y | +2.8% | +34.5% | -31.7% | -1.8% |
| 3Y | +221.5% | +38.3% | +183.2% | +217.8% |
| All | +221.5% | +41.6% | +179.9% | +217.8% |
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