+336.4%
GDXJ vs USHY
+49.7%
+286.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | -2.8% | -0.7% | -2.1% | -1.7% |
| 30D | +5.0% | -0.7% | +5.6% | +6.2% |
| 3M | +24.1% | +0.1% | +24.0% | +24.2% |
| 6M | -7.4% | +1.8% | -9.1% | -9.0% |
| YTD | +10.2% | +1.8% | +8.4% | +8.4% |
| 1Y | +42.5% | +3.3% | +39.2% | +37.3% |
| 3Y | +285.7% | +27.0% | +258.7% | +178.4% |
| 5Y | +231.9% | +21.0% | +210.8% | +153.2% |
| All | +336.4% | +49.7% | +286.7% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling