+425.7%
META vs GDXJ
+214.1%
+211.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.9% | +0.2% | +4.5% |
| 7D | +5.7% | +16.4% | -10.7% | +3.6% |
| 30D | -10.8% | -1.2% | -9.6% | -10.7% |
| 3M | +8.4% | -3.9% | +12.3% | +8.6% |
| 6M | +5.4% | -10.2% | +15.5% | +6.0% |
| YTD | -2.6% | -0.6% | -2.0% | -4.0% |
| 1Y | +3.5% | +24.3% | -20.8% | -1.0% |
| 3Y | +102.0% | +257.4% | -155.4% | +64.1% |
| 5Y | +93.1% | +166.5% | -73.4% | +59.4% |
| 10Y | +425.7% | +228.5% | +197.1% | +341.5% |
| All | +425.7% | +214.1% | +211.6% | +341.5% |
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 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