+223.4%
GDXJ vs Z
-20.9%
+244.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.4% | -4.3% |
| 7D | -4.9% | -4.9% | 0.0% | -4.1% |
| 30D | -10.0% | +3.0% | -12.9% | -10.7% |
| 3M | -16.6% | -13.4% | -3.2% | -15.2% |
| 6M | -23.3% | -27.3% | +4.0% | -20.1% |
| YTD | -12.4% | -57.8% | +45.3% | -1.1% |
| 1Y | +0.5% | -60.0% | +60.5% | +14.5% |
| All | +223.4% | -20.9% | +244.3% | +189.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling