+220.4%
GDXJ vs UMC
+143.5%
+76.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.4% |
| 7D | -2.8% | +9.0% | -11.8% | -5.0% |
| 30D | +5.0% | +17.2% | -12.3% | +0.4% |
| 3M | +24.1% | +11.4% | +12.7% | +17.0% |
| 6M | -7.4% | +137.5% | -144.9% | -31.3% |
| YTD | +10.2% | +193.1% | -182.9% | -24.1% |
| 1Y | +42.5% | +240.3% | -197.8% | -6.2% |
| 3Y | +285.7% | +262.2% | +23.5% | +143.0% |
| All | +220.4% | +143.5% | +76.9% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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