+266.1%
GE vs GDXJ
+219.0%
+47.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +2.7% | -8.1% | +10.7% | +4.0% |
| 30D | +8.1% | -5.5% | +13.5% | +8.9% |
| 3M | -7.9% | -14.6% | +6.7% | -6.1% |
| 6M | +12.9% | -23.2% | +36.1% | +16.3% |
| YTD | +8.2% | -13.0% | +21.1% | +7.9% |
| 1Y | +9.7% | +2.8% | +6.9% | +6.5% |
| 3Y | +266.1% | +221.5% | +44.6% | +188.0% |
| All | +266.1% | +219.0% | +47.1% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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