+138.9%
GLD vs GDXJ
+225.9%
-86.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.3% |
| 7D | +0.7% | +4.3% | -3.6% | -0.8% |
| 30D | +0.3% | +8.4% | -8.1% | -2.7% |
| 3M | +0.6% | +25.5% | -24.9% | -7.7% |
| 6M | -15.6% | -6.3% | -9.2% | -15.1% |
| YTD | +0.9% | +12.1% | -11.2% | -4.5% |
| 1Y | +19.4% | +51.1% | -31.7% | +2.5% |
| 3Y | +124.5% | +296.1% | -171.6% | +42.1% |
| 5Y | +138.9% | +228.1% | -89.2% | +55.0% |
| All | +138.9% | +225.9% | -86.9% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling