+231.1%
GM vs GDXJ
+237.3%
-6.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.7% |
| 7D | -2.4% | -2.8% | +0.4% | -2.1% |
| 30D | -1.1% | +5.0% | -6.1% | -1.8% |
| 3M | +6.1% | +24.1% | -18.0% | +3.2% |
| 6M | +15.0% | -7.4% | +22.3% | +15.0% |
| YTD | +6.0% | +10.2% | -4.2% | +3.6% |
| 1Y | +47.1% | +42.5% | +4.6% | +38.8% |
| 3Y | +170.5% | +285.7% | -115.2% | +121.1% |
| 5Y | +80.5% | +231.9% | -151.4% | +47.4% |
| All | +231.1% | +237.3% | -6.2% | +172.2% |
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