+240.1%
GDXJ vs UAL
+98.4%
+141.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.5% |
| 7D | +0.9% | -1.1% | +2.1% | +1.1% |
| 30D | +8.8% | -13.4% | +22.3% | +10.8% |
| 3M | +29.8% | -2.3% | +32.1% | +30.1% |
| 6M | -5.8% | +13.3% | -19.1% | -7.5% |
| YTD | +13.6% | -4.2% | +17.8% | +13.5% |
| 1Y | +54.5% | +1.4% | +53.1% | +53.1% |
| 3Y | +301.4% | +125.8% | +175.6% | +253.6% |
| 5Y | +236.3% | +130.0% | +106.4% | +189.3% |
| 10Y | +240.1% | +104.2% | +135.9% | +145.5% |
| All | +240.1% | +98.4% | +141.7% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling