+236.3%
GDXJ vs Z
-65.8%
+302.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +0.9% | -7.1% | +8.0% | +2.1% |
| 30D | +8.8% | -4.8% | +13.6% | +9.5% |
| 3M | +29.8% | -9.3% | +39.2% | +31.3% |
| 6M | -5.8% | -29.0% | +23.2% | -1.2% |
| YTD | +13.6% | -52.9% | +66.5% | +27.0% |
| 1Y | +54.5% | -63.1% | +117.6% | +79.3% |
| 3Y | +301.4% | -36.9% | +338.2% | +307.5% |
| 5Y | +236.3% | -65.5% | +301.8% | +222.2% |
| All | +236.3% | -65.8% | +302.1% | +222.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling