+216.5%
GDXJ vs USB
+92.8%
+123.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.9% |
| 7D | +13.4% | 0.0% | +13.4% | +13.5% |
| 30D | -1.3% | +5.8% | -7.1% | -1.9% |
| 3M | -1.5% | -6.0% | +4.4% | -0.9% |
| 6M | -12.2% | +7.8% | -20.0% | -13.0% |
| YTD | -5.3% | +14.6% | -19.9% | -6.7% |
| 1Y | +22.0% | +31.8% | -9.8% | +18.6% |
| 3Y | +224.9% | +91.5% | +133.4% | +203.3% |
| 5Y | +160.6% | +22.0% | +138.6% | +148.3% |
| All | +216.5% | +92.8% | +123.6% | +228.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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