+271.1%
GLD vs GDXJ
+75.7%
+195.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.2% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | +4.4% | +17.9% | -13.5% | -0.4% |
| 3M | -1.1% | +15.3% | -16.4% | -5.4% |
| 6M | -13.8% | -9.4% | -4.3% | -12.4% |
| YTD | +2.6% | +13.4% | -10.8% | -1.9% |
| 1Y | +24.5% | +59.7% | -35.1% | +8.3% |
| 3Y | +125.8% | +283.6% | -157.7% | +53.9% |
| 5Y | +137.8% | +217.6% | -79.8% | +65.2% |
| 10Y | +221.4% | +225.7% | -4.3% | +100.2% |
| All | +271.1% | +75.7% | +195.5% | +138.0% |
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