+228.5%
GDXJ vs USB
+94.3%
+134.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +4.6% |
| 7D | +16.4% | +0.8% | +15.6% | +16.3% |
| 30D | -1.2% | +6.8% | -8.0% | -1.9% |
| 3M | -3.9% | -3.8% | -0.1% | -3.5% |
| 6M | -10.2% | +11.7% | -21.9% | -11.3% |
| YTD | -0.6% | +17.5% | -18.1% | -2.4% |
| 1Y | +24.3% | +33.8% | -9.4% | +20.7% |
| 3Y | +257.4% | +104.2% | +153.2% | +231.9% |
| 5Y | +166.5% | +26.4% | +140.1% | +153.1% |
| 10Y | +228.5% | +89.2% | +139.3% | +267.7% |
| All | +228.5% | +94.3% | +134.3% | +267.7% |
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