+229.8%
GDXJ vs USB
+40.0%
+189.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.3% |
| 6M | -9.4% | +18.8% | -28.3% | -12.3% |
| YTD | +13.4% | +21.0% | -7.6% | +9.5% |
| 1Y | +59.7% | +34.0% | +25.6% | +51.7% |
| 3Y | +283.6% | +95.3% | +188.3% | +237.7% |
| All | +229.8% | +40.0% | +189.8% | +187.0% |
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