+63.9%
META vs GDXJ
+225.9%
-162.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.3% |
| 7D | +6.0% | +4.3% | +1.7% | +5.3% |
| 30D | +3.6% | +8.4% | -4.8% | +1.9% |
| 3M | +4.9% | +25.5% | -20.6% | +0.1% |
| 6M | -4.7% | -6.3% | +1.6% | -4.7% |
| YTD | -6.9% | +12.1% | -19.0% | -10.6% |
| 1Y | -18.2% | +51.1% | -69.2% | -26.5% |
| 3Y | +107.8% | +296.1% | -188.3% | +42.9% |
| 5Y | +63.9% | +228.1% | -164.2% | +13.1% |
| All | +63.9% | +225.9% | -162.0% | +13.1% |
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