+66.3%
MA vs GDXJ
+229.7%
-163.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -3.5% | +0.9% | -4.4% | -3.6% |
| 30D | +0.8% | +8.8% | -8.0% | -0.1% |
| 3M | +14.8% | +29.8% | -15.1% | +11.7% |
| 6M | +10.0% | -5.8% | +15.8% | +10.2% |
| YTD | -0.1% | +13.6% | -13.7% | -2.9% |
| 1Y | -2.2% | +54.5% | -56.7% | -9.5% |
| 3Y | +39.3% | +301.4% | -262.1% | +8.0% |
| 5Y | +66.3% | +236.3% | -170.0% | +31.5% |
| All | +66.3% | +229.7% | -163.3% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling