+297.5%
GDXJ vs USAR
+67.7%
+229.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.6% |
| 7D | +0.9% | -4.4% | +5.4% | +1.3% |
| 30D | +8.8% | -10.4% | +19.2% | +9.6% |
| 3M | +29.8% | -18.4% | +48.2% | +31.2% |
| 6M | -5.8% | -8.8% | +3.0% | -5.6% |
| YTD | +13.6% | +43.4% | -29.8% | +12.6% |
| 1Y | +54.5% | +21.0% | +33.5% | +54.2% |
| All | +297.5% | +67.7% | +229.8% | +294.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling