-17.3%
META vs GDXJ
+58.9%
-76.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.3% |
| 7D | +6.7% | +0.2% | +6.5% | +6.6% |
| 30D | +4.8% | +17.9% | -13.1% | +2.7% |
| 3M | -1.6% | +15.3% | -16.9% | -3.4% |
| 6M | -7.5% | -9.4% | +2.0% | -8.5% |
| YTD | -6.4% | +13.4% | -19.8% | -7.8% |
| 1Y | -17.3% | +59.7% | -77.0% | -13.9% |
| All | -17.3% | +58.9% | -76.3% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling