+201.9%
GDXJ vs VSXY
+33.4%
+168.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -3.8% |
| 7D | -6.2% | -0.3% | -5.9% | -6.2% |
| 30D | +4.6% | -22.1% | +26.7% | +6.2% |
| 3M | +31.3% | -1.1% | +32.4% | +31.2% |
| 6M | -10.7% | +53.8% | -64.5% | -13.8% |
| YTD | +9.1% | +35.5% | -26.4% | +5.9% |
| 1Y | +44.1% | +186.0% | -141.9% | +33.8% |
| 3Y | +285.4% | +343.2% | -57.8% | +236.1% |
| 5Y | +228.4% | +19.0% | +209.4% | +198.9% |
| All | +201.9% | +33.4% | +168.5% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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