+83.7%
LQD vs GDXJ
+69.0%
+14.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.7% |
| 7D | -1.1% | -6.2% | +5.1% | -0.8% |
| 30D | -1.1% | +4.6% | -5.8% | -1.4% |
| 3M | -2.3% | +31.3% | -33.6% | -3.6% |
| 6M | -2.9% | -10.7% | +7.8% | -2.8% |
| YTD | -2.3% | +9.1% | -11.4% | -3.2% |
| 1Y | -2.2% | +44.1% | -46.3% | -4.4% |
| 3Y | +14.0% | +285.4% | -271.4% | +6.2% |
| 5Y | -5.8% | +228.4% | -234.2% | -12.2% |
| 10Y | +22.2% | +226.5% | -204.3% | +12.2% |
| All | +83.7% | +69.0% | +14.8% | +68.2% |
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 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