+215.1%
GDXJ vs UL
+66.7%
+148.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +0.8% |
| 7D | -2.8% | -3.4% | +0.6% | -1.4% |
| 30D | +5.0% | +0.5% | +4.5% | +4.7% |
| 3M | +24.1% | +7.2% | +16.8% | +19.8% |
| 6M | -7.4% | -3.1% | -4.3% | -6.8% |
| YTD | +10.2% | -2.7% | +12.9% | +10.7% |
| 1Y | +42.5% | -10.2% | +52.8% | +47.8% |
| 3Y | +285.7% | +20.3% | +265.5% | +250.1% |
| 5Y | +231.9% | +19.9% | +211.9% | +197.5% |
| All | +215.1% | +66.7% | +148.4% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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