+215.0%
GLD vs GDXJ
+237.3%
-22.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.3% |
| 7D | -2.0% | -2.8% | +0.8% | -1.2% |
| 30D | -1.5% | +5.0% | -6.5% | -2.9% |
| 3M | +3.2% | +24.1% | -20.8% | -3.2% |
| 6M | -16.3% | -7.4% | -8.9% | -15.5% |
| YTD | +0.6% | +10.2% | -9.6% | -3.0% |
| 1Y | +19.1% | +42.5% | -23.4% | +7.3% |
| 3Y | +123.5% | +285.7% | -162.2% | +55.8% |
| 5Y | +138.5% | +231.9% | -93.3% | +67.9% |
| All | +215.0% | +237.3% | -22.3% | +109.9% |
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