+36.7%
LIN vs GDXJ
+219.0%
-182.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | +2.1% | -8.1% | +10.2% | +2.7% |
| 30D | +6.8% | -5.5% | +12.2% | +7.0% |
| 3M | +10.4% | -14.6% | +24.9% | +11.2% |
| 6M | +3.2% | -23.2% | +26.4% | +4.5% |
| YTD | +24.6% | -13.0% | +37.6% | +23.8% |
| 1Y | +24.4% | +2.8% | +21.6% | +21.4% |
| 3Y | +36.7% | +221.5% | -184.7% | +19.7% |
| All | +36.7% | +219.0% | -182.3% | +19.7% |
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