+331.8%
GDXJ vs USHY
+49.7%
+282.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.2% |
| 7D | -6.2% | -0.7% | -5.5% | -5.1% |
| 30D | +4.6% | -0.5% | +5.2% | +5.6% |
| 3M | +31.3% | +0.5% | +30.8% | +30.6% |
| 6M | -10.7% | +1.5% | -12.2% | -11.9% |
| YTD | +9.1% | +1.7% | +7.3% | +7.3% |
| 1Y | +44.1% | +3.5% | +40.6% | +38.3% |
| 3Y | +285.4% | +27.2% | +258.2% | +177.6% |
| 5Y | +228.4% | +21.0% | +207.4% | +150.7% |
| All | +331.8% | +49.7% | +282.1% | +181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling