+215.1%
GDXJ vs YUM
+171.3%
+43.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.7% |
| 7D | -2.8% | -6.1% | +3.3% | -0.8% |
| 30D | +5.0% | -5.8% | +10.8% | +6.9% |
| 3M | +24.1% | -7.6% | +31.7% | +27.0% |
| 6M | -7.4% | -9.1% | +1.8% | -4.8% |
| YTD | +10.2% | -5.5% | +15.7% | +11.4% |
| 1Y | +42.5% | -3.7% | +46.2% | +42.6% |
| 3Y | +285.7% | +17.8% | +267.9% | +254.9% |
| 5Y | +231.9% | +19.3% | +212.6% | +201.2% |
| All | +215.1% | +171.3% | +43.8% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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