+21.8%
GDXJ vs USAR
-49.3%
+71.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -5.9% | +15.5% | +11.0% |
| 7D | -0.2% | -21.8% | +21.6% | +5.5% |
| 30D | -7.6% | -39.9% | +32.3% | +3.5% |
| 3M | +2.3% | -52.5% | +54.8% | +20.4% |
| 6M | -7.8% | -67.9% | +60.1% | +16.3% |
| YTD | -8.4% | -31.1% | +22.7% | +1.9% |
| 1Y | +21.8% | -49.8% | +71.6% | +41.6% |
| All | +21.8% | -49.3% | +71.1% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling