+833.1%
GLW vs GDXJ
+233.7%
+599.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -2.5% |
| 7D | +11.7% | -6.2% | +17.9% | +12.8% |
| 30D | +2.7% | +4.6% | -2.0% | +1.7% |
| 3M | -2.8% | +31.3% | -34.1% | -7.2% |
| 6M | +20.2% | -10.7% | +30.8% | +21.2% |
| YTD | +87.3% | +9.1% | +78.2% | +84.3% |
| 1Y | +119.6% | +44.1% | +75.5% | +109.1% |
| 3Y | +453.7% | +285.4% | +168.3% | +370.4% |
| 5Y | +376.1% | +228.4% | +147.7% | +304.0% |
| All | +833.1% | +233.7% | +599.3% | +705.6% |
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