+330.3%
GDXJ vs UMAC
+508.0%
-177.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.7% | +1.6% |
| 7D | +0.9% | +3.3% | -2.3% | +0.7% |
| 30D | +8.8% | -10.4% | +19.2% | +9.0% |
| 3M | +29.8% | +1.8% | +28.1% | +28.7% |
| 6M | -5.8% | +40.7% | -46.6% | -8.5% |
| YTD | +13.6% | +90.9% | -77.3% | +9.2% |
| 1Y | +54.5% | +151.8% | -97.3% | +47.3% |
| All | +330.3% | +508.0% | -177.7% | +301.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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