+263.0%
GDXJ vs USB
+85.0%
+178.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -5.9% |
| 7D | +11.8% | +1.4% | +10.4% | +11.6% |
| 30D | -7.1% | +6.4% | -13.5% | -7.7% |
| 3M | -10.5% | -4.5% | -6.0% | -10.1% |
| 6M | -15.5% | +11.4% | -26.9% | -16.6% |
| YTD | -6.6% | +17.1% | -23.7% | -8.2% |
| 1Y | +11.3% | +32.6% | -21.2% | +8.1% |
| 3Y | +242.0% | +101.8% | +140.1% | +217.3% |
| 5Y | +147.7% | +25.1% | +122.6% | +135.3% |
| All | +263.0% | +85.0% | +178.0% | +270.1% |
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