+233.2%
GDXJ vs URA
+272.2%
-39.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.8% | -0.9% | -2.8% |
| 7D | -4.9% | +4.5% | -9.4% | -6.9% |
| 30D | -10.0% | -13.4% | +3.5% | -3.3% |
| 3M | -16.6% | -28.4% | +11.8% | -1.9% |
| 6M | -23.3% | -40.5% | +17.2% | -1.1% |
| YTD | -12.4% | -24.3% | +11.8% | +1.6% |
| 1Y | +0.5% | -28.8% | +29.3% | +19.4% |
| 3Y | +220.5% | +37.6% | +182.9% | +175.0% |
| 5Y | +124.7% | +30.7% | +94.0% | +89.2% |
| All | +233.2% | +272.2% | -39.0% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling