+5.4%
MMM vs GDXJ
+45.5%
-40.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | -2.1% | -2.8% | +0.7% | -1.9% |
| 30D | -9.8% | +5.0% | -14.8% | -10.3% |
| 3M | +4.9% | +24.1% | -19.1% | +2.3% |
| 6M | +7.3% | -7.4% | +14.7% | +6.6% |
| YTD | +4.5% | +10.2% | -5.7% | +3.9% |
| 1Y | +5.4% | +42.5% | -37.2% | +0.5% |
| All | +5.4% | +45.5% | -40.1% | +0.5% |
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 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