+26.1%
MMM vs GDXJ
+229.7%
-203.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.0% |
| 7D | -2.6% | +0.9% | -3.5% | -2.7% |
| 30D | -9.3% | +8.8% | -18.1% | -10.4% |
| 3M | +5.6% | +29.8% | -24.3% | +1.7% |
| 6M | +9.5% | -5.8% | +15.3% | +9.2% |
| YTD | +4.1% | +13.6% | -9.5% | +1.1% |
| 1Y | +9.4% | +54.5% | -45.1% | +1.3% |
| 3Y | +101.0% | +301.4% | -200.4% | +56.7% |
| 5Y | +26.1% | +236.3% | -210.2% | -3.7% |
| All | +26.1% | +229.7% | -203.6% | -3.7% |
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