+37.4%
GILD vs GDXJ
+58.9%
-21.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | 0.0% |
| 7D | +3.7% | +0.2% | +3.5% | +3.6% |
| 30D | +14.6% | +17.9% | -3.3% | +13.7% |
| 3M | +17.7% | +15.3% | +2.4% | +16.7% |
| 6M | +3.1% | -9.4% | +12.6% | +2.8% |
| YTD | +24.5% | +13.4% | +11.1% | +25.7% |
| 1Y | +37.4% | +59.7% | -22.3% | +34.8% |
| All | +37.4% | +58.9% | -21.6% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling