+297.5%
GDXJ vs URA
+116.4%
+181.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +2.1% |
| 7D | +0.9% | +5.7% | -4.8% | -2.2% |
| 30D | +8.8% | +5.6% | +3.2% | +5.5% |
| 3M | +29.8% | +6.2% | +23.6% | +25.9% |
| 6M | -5.8% | -8.2% | +2.4% | -1.3% |
| YTD | +13.6% | +9.7% | +3.9% | +10.6% |
| 1Y | +54.5% | +17.0% | +37.5% | +45.7% |
| All | +297.5% | +116.4% | +181.1% | +194.1% |
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