+22.2%
LQD vs GDXJ
+237.3%
-215.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -1.1% | -2.8% | +1.7% | -0.9% |
| 30D | -1.3% | +5.0% | -6.2% | -1.6% |
| 3M | -3.2% | +24.1% | -27.3% | -4.7% |
| 6M | -2.1% | -7.4% | +5.2% | -2.1% |
| YTD | -2.4% | +10.2% | -12.6% | -3.7% |
| 1Y | -2.7% | +42.5% | -45.2% | -5.8% |
| 3Y | +14.2% | +285.7% | -271.5% | +2.4% |
| 5Y | -5.8% | +231.9% | -237.7% | -15.5% |
| All | +22.2% | +237.3% | -215.1% | +7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling