+211.8%
GDXJ vs Z
-6.2%
+218.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -3.6% |
| 7D | -6.2% | -11.6% | +5.4% | -4.5% |
| 30D | +4.6% | -8.5% | +13.1% | +5.9% |
| 3M | +31.3% | -7.9% | +39.2% | +32.3% |
| 6M | -10.7% | -29.1% | +18.4% | -6.7% |
| YTD | +9.1% | -54.2% | +63.3% | +21.0% |
| 1Y | +44.1% | -63.5% | +107.7% | +64.8% |
| 3Y | +285.4% | -38.6% | +324.0% | +295.8% |
| 5Y | +228.4% | -66.0% | +294.4% | +246.5% |
| All | +211.8% | -6.2% | +218.0% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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