+239.3%
GDXJ vs URA
+43.1%
+196.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.5% |
| 7D | +0.3% | +2.9% | -2.6% | -1.5% |
| 30D | -7.4% | -10.8% | +3.4% | -1.1% |
| 3M | -11.9% | -25.5% | +13.6% | +4.3% |
| 6M | -19.3% | -41.2% | +21.9% | +8.6% |
| YTD | -8.1% | -21.3% | +13.1% | +8.0% |
| 1Y | +9.1% | -25.7% | +34.8% | +31.1% |
| All | +239.3% | +43.1% | +196.2% | +212.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling