+145.8%
GOOG vs GDXJ
+285.5%
-139.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.4% |
| 7D | 0.0% | -2.8% | +2.8% | +0.4% |
| 30D | -2.0% | +5.0% | -6.9% | -2.8% |
| 3M | -5.9% | +24.1% | -29.9% | -9.2% |
| 6M | +8.9% | -7.4% | +16.3% | +9.0% |
| YTD | +7.1% | +10.2% | -3.1% | +3.5% |
| 1Y | +39.7% | +42.5% | -2.9% | +28.5% |
| 3Y | +145.8% | +285.7% | -139.9% | +88.9% |
| All | +145.8% | +285.5% | -139.6% | +88.9% |
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