+155.6%
GS vs GDXJ
+123.6%
+32.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +5.9% | -8.1% | +14.0% | +7.5% |
| 30D | +4.3% | -5.5% | +9.8% | +5.2% |
| 3M | -11.7% | -14.6% | +2.9% | -9.4% |
| 6M | -3.2% | -23.2% | +20.0% | +0.4% |
| YTD | +5.8% | -13.0% | +18.8% | +6.4% |
| 1Y | +16.0% | +2.8% | +13.3% | +13.5% |
| 3Y | +199.8% | +221.5% | -21.7% | +135.4% |
| All | +155.6% | +123.6% | +32.0% | +96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling