+522.3%
GDXJ vs Z
+7.8%
+514.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.1% |
| 7D | -8.1% | +0.8% | -8.9% | -8.2% |
| 30D | -5.5% | +5.2% | -10.7% | -6.4% |
| 3M | -14.6% | -17.0% | +2.5% | -12.6% |
| 6M | -23.2% | -22.7% | -0.5% | -21.0% |
| YTD | -13.0% | -56.3% | +43.3% | -3.6% |
| 1Y | +2.8% | -57.7% | +60.4% | +14.2% |
| 3Y | +221.5% | -16.5% | +238.0% | +215.9% |
| 5Y | +123.4% | -53.4% | +176.8% | +128.1% |
| 10Y | +238.2% | -15.9% | +254.1% | +206.1% |
| All | +522.3% | +7.8% | +514.6% | +480.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling