-23.3%
GDXJ vs Z
-28.8%
+5.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.4% | -4.2% |
| 7D | -4.9% | -4.9% | 0.0% | -3.9% |
| 30D | -10.0% | +3.0% | -12.9% | -11.1% |
| 3M | -16.6% | -13.4% | -3.2% | -15.0% |
| 6M | -23.3% | -27.3% | +4.0% | -19.1% |
| All | -23.3% | -28.8% | +5.5% | -19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling