+215.1%
GDXJ vs WY
+7.6%
+207.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | -2.8% | -4.2% | +1.4% | -1.5% |
| 30D | +5.0% | -10.1% | +15.0% | +8.6% |
| 3M | +24.1% | -8.5% | +32.6% | +27.1% |
| 6M | -7.4% | -3.3% | -4.0% | -6.6% |
| YTD | +10.2% | -4.4% | +14.6% | +11.2% |
| 1Y | +42.5% | -11.5% | +54.0% | +46.9% |
| 3Y | +285.7% | -24.3% | +310.0% | +313.1% |
| 5Y | +231.9% | -21.3% | +253.2% | +248.7% |
| All | +215.1% | +7.6% | +207.5% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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