+159.7%
GILD vs GDXJ
+237.3%
-77.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -0.8% |
| 7D | -4.8% | -2.8% | -2.0% | -4.7% |
| 30D | +5.8% | +5.0% | +0.8% | +5.5% |
| 3M | +14.9% | +24.1% | -9.1% | +13.5% |
| 6M | -0.4% | -7.4% | +7.0% | -0.4% |
| YTD | +18.5% | +10.2% | +8.3% | +17.4% |
| 1Y | +25.1% | +42.5% | -17.4% | +22.1% |
| 3Y | +105.9% | +285.7% | -179.8% | +88.9% |
| 5Y | +143.0% | +231.9% | -88.9% | +122.7% |
| All | +159.7% | +237.3% | -77.5% | +138.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling