+79.5%
GDXJ vs USB
+327.0%
-247.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | +0.2% | +1.4% | -1.3% | 0.0% |
| 30D | +17.9% | -1.3% | +19.2% | +18.0% |
| 3M | +15.3% | +15.2% | +0.1% | +12.7% |
| 6M | -9.4% | +18.8% | -28.3% | -11.9% |
| YTD | +13.4% | +21.0% | -7.6% | +10.1% |
| 1Y | +59.7% | +34.0% | +25.6% | +52.6% |
| 3Y | +283.6% | +95.3% | +188.3% | +243.3% |
| 5Y | +217.6% | +40.4% | +177.2% | +193.9% |
| 10Y | +225.7% | +107.3% | +118.3% | +169.2% |
| All | +79.5% | +327.0% | -247.5% | +7.3% |
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 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