+136.3%
GDXJ vs USB
+25.0%
+111.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | -7.4% | +5.7% | -13.2% | -8.4% |
| 3M | -11.9% | -4.7% | -7.2% | -11.2% |
| 6M | -19.3% | +13.4% | -32.7% | -21.2% |
| YTD | -8.1% | +17.0% | -25.1% | -10.8% |
| 1Y | +9.1% | +32.4% | -23.3% | +4.0% |
| 3Y | +236.2% | +101.7% | +134.5% | +195.8% |
| 5Y | +136.3% | +24.4% | +111.9% | +104.9% |
| All | +136.3% | +25.0% | +111.3% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling