+104.1%
GLD vs GDXJ
+123.6%
-19.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -4.6% | -8.1% | +3.5% | -1.7% |
| 30D | -5.5% | -5.5% | 0.0% | -3.8% |
| 3M | -10.9% | -14.6% | +3.7% | -6.4% |
| 6M | -17.4% | -23.2% | +5.8% | -10.8% |
| YTD | -10.3% | -13.0% | +2.7% | -7.5% |
| 1Y | -7.2% | +2.8% | -9.9% | -9.4% |
| 3Y | +96.9% | +221.5% | -124.6% | +34.4% |
| All | +104.1% | +123.6% | -19.5% | +48.5% |
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