+253.9%
GDXJ vs USAR
+74.0%
+179.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | +0.2% | -2.1% | +2.3% | +0.4% |
| 30D | +17.9% | +2.6% | +15.2% | +17.5% |
| 3M | +15.3% | -35.0% | +50.3% | +18.2% |
| 6M | -9.4% | -6.9% | -2.6% | -9.4% |
| YTD | +13.4% | +48.0% | -34.6% | +12.1% |
| 1Y | +59.7% | +24.8% | +34.8% | +59.0% |
| 3Y | +283.6% | +73.2% | +210.3% | +305.3% |
| All | +253.9% | +74.0% | +179.9% | +282.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling