+12.7%
GDXJ vs URA
-31.1%
+43.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.9% |
| 7D | +0.2% | +1.1% | -0.9% | -0.3% |
| 30D | +17.9% | +7.4% | +10.5% | +13.7% |
| 3M | +15.3% | -8.4% | +23.7% | +21.1% |
| 6M | -9.4% | -12.7% | +3.3% | -2.6% |
| YTD | +13.4% | +7.8% | +5.6% | +10.2% |
| 1Y | +59.7% | +19.5% | +40.2% | +46.1% |
| 3Y | +283.6% | +116.4% | +167.1% | +150.6% |
| 5Y | +217.6% | +134.3% | +83.3% | +87.2% |
| 10Y | +225.7% | +359.3% | -133.6% | +22.3% |
| All | +12.7% | -31.1% | +43.9% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling