+36.2%
LIN vs GDXJ
+222.2%
-185.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -4.0% | -1.3% |
| 7D | +0.2% | +13.4% | -13.2% | -0.7% |
| 30D | +6.5% | -1.3% | +7.7% | +6.4% |
| 3M | +5.5% | -1.5% | +7.0% | +5.2% |
| 6M | +3.3% | -12.2% | +15.6% | +3.7% |
| YTD | +22.0% | -5.3% | +27.3% | +20.6% |
| 1Y | +25.7% | +22.0% | +3.7% | +21.0% |
| 3Y | +36.2% | +224.9% | -188.7% | +18.2% |
| All | +36.2% | +222.2% | -185.9% | +18.2% |
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