+281.7%
GDXJ vs UL
+19.9%
+261.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.5% |
| 7D | -6.2% | -4.1% | -2.2% | -4.9% |
| 30D | +4.6% | -1.2% | +5.8% | +5.0% |
| 3M | +31.3% | +6.0% | +25.3% | +27.9% |
| 6M | -10.7% | -5.5% | -5.2% | -8.1% |
| YTD | +9.1% | -3.3% | +12.4% | +11.3% |
| 1Y | +44.1% | -9.8% | +53.9% | +51.3% |
| All | +281.7% | +19.9% | +261.8% | +257.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling