+463.3%
GLW vs GDXJ
+294.3%
+169.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.2% | +8.7% | +7.9% |
| 7D | +14.0% | +4.3% | +9.7% | +12.4% |
| 30D | +0.4% | +8.4% | -8.1% | -2.5% |
| 3M | -11.3% | +25.5% | -36.9% | -18.1% |
| 6M | +35.1% | -6.3% | +41.4% | +34.3% |
| YTD | +90.5% | +12.1% | +78.4% | +82.9% |
| 1Y | +132.0% | +51.1% | +81.0% | +111.2% |
| 3Y | +463.3% | +296.1% | +167.2% | +329.0% |
| All | +463.3% | +294.3% | +169.0% | +329.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling