+185.7%
GS vs GDXJ
+222.2%
-36.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.5% |
| 7D | +0.9% | +0.2% | +0.8% | +0.9% |
| 30D | -1.6% | +17.9% | -19.4% | -4.7% |
| 3M | -4.5% | +15.3% | -19.8% | -7.5% |
| 6M | +20.9% | -9.4% | +30.3% | +21.1% |
| YTD | +19.9% | +13.4% | +6.5% | +15.2% |
| 1Y | +41.4% | +59.7% | -18.2% | +28.1% |
| 3Y | +239.2% | +283.6% | -44.4% | +158.7% |
| All | +185.7% | +222.2% | -36.5% | +111.1% |
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