+81.9%
META vs GDXJ
+158.6%
-76.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.3% |
| 7D | -0.8% | +13.4% | -14.2% | -3.1% |
| 30D | -15.4% | -1.3% | -14.1% | -15.4% |
| 3M | +3.5% | -1.5% | +5.0% | +3.1% |
| 6M | -0.3% | -12.2% | +12.0% | +0.9% |
| YTD | -7.3% | -5.3% | -2.0% | -8.7% |
| 1Y | -1.1% | +22.0% | -23.1% | -7.4% |
| 3Y | +95.1% | +224.9% | -129.9% | +38.0% |
| All | +81.9% | +158.6% | -76.6% | +35.7% |
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