+185.8%
GS vs GDXJ
+222.2%
-36.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.9% |
| 7D | -3.2% | +13.4% | -16.7% | -5.7% |
| 30D | -2.4% | -1.3% | -1.1% | -2.4% |
| 3M | -15.7% | -1.5% | -14.2% | -15.9% |
| 6M | -6.8% | -12.2% | +5.5% | -5.8% |
| YTD | -0.1% | -5.3% | +5.3% | -1.1% |
| 1Y | +12.1% | +22.0% | -9.9% | +7.1% |
| 3Y | +185.8% | +224.9% | -39.2% | +124.6% |
| All | +185.8% | +222.2% | -36.4% | +124.6% |
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