+45.4%
GDXJ vs UAL
+1,630.6%
-1,585.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.5% |
| 7D | +0.3% | +2.3% | -2.0% | 0.0% |
| 30D | -7.4% | +13.3% | -20.8% | -8.7% |
| 3M | -11.9% | -6.3% | -5.6% | -11.3% |
| 6M | -19.3% | +22.5% | -41.8% | -21.1% |
| YTD | -8.1% | +5.9% | -14.0% | -9.1% |
| 1Y | +9.1% | +24.7% | -15.6% | +6.3% |
| 3Y | +236.2% | +211.6% | +24.6% | +195.5% |
| 5Y | +136.3% | +130.6% | +5.8% | +109.5% |
| 10Y | +256.9% | +96.5% | +160.4% | +201.3% |
| All | +45.4% | +1,630.6% | -1,585.1% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling