+72.7%
GDXJ vs VRSK
+562.3%
-489.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.7% |
| 7D | -6.2% | -7.7% | +1.5% | -4.5% |
| 30D | +4.6% | -2.8% | +7.5% | +5.2% |
| 3M | +31.3% | -3.7% | +35.0% | +31.2% |
| 6M | -10.7% | -12.8% | +2.1% | -9.1% |
| YTD | +9.1% | -21.0% | +30.0% | +13.6% |
| 1Y | +44.1% | -32.5% | +76.6% | +56.4% |
| 3Y | +285.4% | -26.5% | +311.9% | +301.2% |
| 5Y | +228.4% | -11.5% | +239.9% | +217.4% |
| 10Y | +226.5% | +125.7% | +100.9% | +150.7% |
| All | +72.7% | +562.3% | -489.6% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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