+231.2%
GDXJ vs USB
+83.8%
+147.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -8.1% | +2.6% | -10.7% | -8.4% |
| 30D | -5.5% | +8.4% | -13.9% | -6.3% |
| 3M | -14.6% | -5.5% | -9.0% | -14.0% |
| 6M | -23.2% | +17.7% | -40.9% | -24.6% |
| YTD | -13.0% | +17.6% | -30.5% | -14.5% |
| 1Y | +2.8% | +33.9% | -31.1% | -0.3% |
| 3Y | +221.5% | +103.8% | +117.7% | +198.1% |
| 5Y | +123.4% | +25.6% | +97.8% | +112.1% |
| All | +231.2% | +83.8% | +147.4% | +242.1% |
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