+79.8%
GDXJ vs UMC
+1,281.7%
-1,201.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.6% | +0.5% |
| 7D | +0.9% | +13.6% | -12.7% | -1.9% |
| 30D | +8.8% | +20.8% | -11.9% | +4.2% |
| 3M | +29.8% | +16.1% | +13.7% | +23.3% |
| 6M | -5.8% | +137.3% | -143.1% | -24.3% |
| YTD | +13.6% | +193.8% | -180.2% | -13.3% |
| 1Y | +54.5% | +236.1% | -181.6% | +14.6% |
| 3Y | +301.4% | +267.1% | +34.3% | +188.3% |
| 5Y | +236.3% | +145.3% | +91.1% | +154.5% |
| 10Y | +240.1% | +1,857.3% | -1,617.2% | +54.8% |
| All | +79.8% | +1,281.7% | -1,201.8% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling