+548.5%
GS vs GDXJ
+46.7%
+501.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.7% |
| 7D | -3.2% | +13.4% | -16.7% | -4.6% |
| 30D | -2.4% | -1.3% | -1.1% | -2.4% |
| 3M | -15.7% | -1.5% | -14.2% | -15.8% |
| 6M | -6.8% | -12.2% | +5.5% | -5.9% |
| YTD | -0.1% | -5.3% | +5.3% | -0.4% |
| 1Y | +12.1% | +22.0% | -9.9% | +9.0% |
| 3Y | +185.8% | +224.9% | -39.2% | +150.5% |
| 5Y | +140.1% | +160.6% | -20.5% | +111.8% |
| 10Y | +505.2% | +203.0% | +302.3% | +412.7% |
| All | +548.5% | +46.7% | +501.8% | +468.0% |
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