+240.4%
GDXJ vs USAR
+58.5%
+181.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.0% | +2.0% | -3.5% |
| 7D | -6.2% | -9.3% | +3.1% | -5.5% |
| 30D | +4.6% | -15.2% | +19.8% | +5.9% |
| 3M | +31.3% | -21.1% | +52.4% | +33.1% |
| 6M | -10.7% | -21.6% | +10.9% | -9.6% |
| YTD | +9.1% | +34.8% | -25.7% | +8.6% |
| 1Y | +44.1% | +15.6% | +28.5% | +44.5% |
| 3Y | +285.4% | +57.7% | +227.7% | +309.4% |
| All | +240.4% | +58.5% | +181.9% | +270.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling