+295.6%
GDXJ vs USB
+95.2%
+200.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +0.2% | +1.4% | -1.3% | -0.1% |
| 30D | +17.9% | -1.3% | +19.2% | +18.1% |
| 3M | +15.3% | +15.2% | +0.1% | +11.3% |
| 6M | -9.4% | +18.8% | -28.3% | -13.2% |
| YTD | +13.4% | +21.0% | -7.6% | +8.2% |
| 1Y | +59.7% | +34.0% | +25.6% | +49.4% |
| All | +295.6% | +95.2% | +200.4% | +225.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling