+45.8%
GDXJ vs USB
+306.4%
-260.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.9% |
| 7D | +3.8% | -1.5% | +5.3% | +4.1% |
| 30D | -7.7% | +4.3% | -12.0% | -8.3% |
| 3M | -4.3% | -6.1% | +1.8% | -3.4% |
| 6M | -7.4% | +9.4% | -16.8% | -8.7% |
| YTD | -7.9% | +15.2% | -23.1% | -9.9% |
| 1Y | +19.1% | +32.8% | -13.6% | +14.2% |
| 3Y | +212.2% | +91.3% | +120.9% | +180.9% |
| 5Y | +153.5% | +22.7% | +130.8% | +139.4% |
| 10Y | +194.7% | +97.0% | +97.7% | +145.7% |
| All | +45.8% | +306.4% | -260.6% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling