+59.7%
GDXJ vs URA
+17.2%
+42.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -3.0% |
| 7D | +0.2% | +1.1% | -0.9% | -0.5% |
| 30D | +17.9% | +7.4% | +10.5% | +12.2% |
| 3M | +15.3% | -8.4% | +23.7% | +22.1% |
| 6M | -9.4% | -12.7% | +3.3% | -1.8% |
| YTD | +13.4% | +7.8% | +5.6% | +13.0% |
| 1Y | +59.7% | +19.5% | +40.2% | +56.8% |
| All | +59.7% | +17.2% | +42.4% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling