-19.3%
GDXJ vs URI
+23.1%
-42.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.8% | -2.6% |
| 7D | +0.3% | +2.4% | -2.1% | -0.6% |
| 30D | -7.4% | +8.9% | -16.3% | -10.1% |
| 3M | -11.9% | +0.8% | -12.7% | -12.7% |
| 6M | -19.3% | +23.1% | -42.4% | -24.4% |
| All | -19.3% | +23.1% | -42.4% | -24.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling