+231.2%
GDXJ vs URA
+266.3%
-35.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.2% |
| 7D | -8.1% | -1.5% | -6.5% | -7.3% |
| 30D | -5.5% | -10.4% | +4.9% | -0.2% |
| 3M | -14.6% | -29.6% | +15.1% | +1.4% |
| 6M | -23.2% | -40.3% | +17.1% | -1.1% |
| YTD | -13.0% | -25.5% | +12.5% | +1.8% |
| 1Y | +2.8% | -26.4% | +29.2% | +20.4% |
| 3Y | +221.5% | +31.4% | +190.0% | +181.7% |
| 5Y | +123.4% | +28.6% | +94.8% | +89.5% |
| All | +231.2% | +266.3% | -35.1% | +40.5% |
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