+238.0%
GM vs GDXJ
+14.0%
+224.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| 3M | +6.1% | +24.1% | -18.0% | +3.3% |
| 6M | +15.0% | -7.4% | +22.3% | +15.1% |
| YTD | +6.0% | +10.2% | -4.2% | +3.7% |
| 1Y | +47.1% | +42.5% | +4.6% | +39.2% |
| 3Y | +170.5% | +285.7% | -115.2% | +125.0% |
| 5Y | +80.5% | +231.9% | -151.4% | +50.4% |
| 10Y | +238.7% | +230.0% | +8.7% | +173.4% |
| All | +238.0% | +14.0% | +224.0% | +225.8% |
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