+170.5%
GM vs GDXJ
+285.5%
-115.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.7% |
| 7D | -2.4% | -2.8% | +0.4% | -2.2% |
| 30D | -1.1% | +5.0% | -6.1% | -1.7% |
| 3M | +6.1% | +24.1% | -18.0% | +3.7% |
| 6M | +15.0% | -7.4% | +22.3% | +14.2% |
| YTD | +6.0% | +10.2% | -4.2% | +4.4% |
| 1Y | +47.1% | +42.5% | +4.6% | +41.6% |
| 3Y | +170.5% | +285.7% | -115.2% | +116.7% |
| All | +170.5% | +285.5% | -115.0% | +116.7% |
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