+129.3%
GDXJ vs S
-51.7%
+181.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -8.1% | +2.0% | -10.1% | -8.3% |
| 30D | -5.5% | -2.7% | -2.8% | -5.3% |
| 3M | -14.6% | -6.9% | -7.7% | -14.4% |
| 6M | -23.2% | +38.1% | -61.3% | -26.4% |
| YTD | -13.0% | +48.0% | -61.0% | -17.7% |
| 1Y | +2.8% | +34.5% | -31.7% | -2.0% |
| 3Y | +221.5% | +38.3% | +183.2% | +199.3% |
| 5Y | +123.4% | -70.9% | +194.3% | +122.2% |
| All | +129.3% | -51.7% | +181.0% | +126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling