+228.4%
GDXJ vs UL
+18.7%
+209.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.5% |
| 7D | -6.2% | -4.1% | -2.2% | -4.7% |
| 30D | +4.6% | -1.2% | +5.8% | +5.1% |
| 3M | +31.3% | +6.0% | +25.3% | +27.5% |
| 6M | -10.7% | -5.5% | -5.2% | -8.8% |
| YTD | +9.1% | -3.3% | +12.4% | +10.2% |
| 1Y | +44.1% | -9.8% | +53.9% | +49.8% |
| 3Y | +285.4% | +20.1% | +265.2% | +249.6% |
| 5Y | +228.4% | +19.2% | +209.2% | +181.4% |
| All | +228.4% | +18.7% | +209.7% | +181.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling