+231.2%
GDXJ vs URI
+1,173.3%
-942.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -8.1% | +6.7% | -14.8% | -9.2% |
| 30D | -5.5% | +8.9% | -14.3% | -7.2% |
| 3M | -14.6% | +0.5% | -15.1% | -14.9% |
| 6M | -23.2% | +20.7% | -43.9% | -26.2% |
| YTD | -13.0% | +40.0% | -53.0% | -19.4% |
| 1Y | +2.8% | +34.4% | -31.7% | -4.1% |
| 3Y | +221.5% | +149.5% | +72.0% | +162.1% |
| 5Y | +123.4% | +205.6% | -82.2% | +70.8% |
| All | +231.2% | +1,173.3% | -942.1% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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