+77.5%
GDXJ vs UL
+230.7%
-153.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.7% |
| 7D | +4.3% | -1.3% | +5.6% | +4.9% |
| 30D | +8.4% | +0.9% | +7.5% | +8.0% |
| 3M | +25.5% | +14.2% | +11.3% | +17.4% |
| 6M | -6.3% | -3.2% | -3.1% | -5.8% |
| YTD | +12.1% | -0.3% | +12.4% | +11.2% |
| 1Y | +51.1% | -8.8% | +59.8% | +55.5% |
| 3Y | +296.1% | +23.9% | +272.2% | +252.5% |
| 5Y | +228.1% | +21.4% | +206.8% | +190.6% |
| 10Y | +211.8% | +66.7% | +145.1% | +133.2% |
| All | +77.5% | +230.7% | -153.3% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling