+224.3%
GLD vs GDXJ
+34.8%
+189.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -4.6% | -8.1% | +3.5% | -2.4% |
| 30D | -5.5% | -5.5% | 0.0% | -4.2% |
| 3M | -10.9% | -14.6% | +3.7% | -7.3% |
| 6M | -17.4% | -23.2% | +5.8% | -12.1% |
| YTD | -10.3% | -13.0% | +2.7% | -8.1% |
| 1Y | -7.2% | +2.8% | -9.9% | -9.1% |
| 3Y | +96.9% | +221.5% | -124.6% | +41.0% |
| 5Y | +103.8% | +123.4% | -19.6% | +55.4% |
| 10Y | +203.5% | +238.2% | -34.6% | +88.4% |
| All | +224.3% | +34.8% | +189.5% | +123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling