+903.9%
MO vs GDXJ
+76.0%
+827.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.5% |
| 7D | -2.4% | +0.9% | -3.3% | -2.4% |
| 30D | +3.6% | +8.8% | -5.2% | +3.1% |
| 3M | -3.7% | +29.8% | -33.6% | -5.1% |
| 6M | +4.5% | -5.8% | +10.3% | +4.4% |
| YTD | +21.5% | +13.6% | +7.9% | +19.9% |
| 1Y | +9.5% | +54.5% | -44.9% | +6.0% |
| 3Y | +93.6% | +301.4% | -207.8% | +75.8% |
| 5Y | +97.5% | +236.3% | -138.8% | +79.8% |
| 10Y | +111.2% | +240.1% | -128.9% | +88.4% |
| All | +903.9% | +76.0% | +827.9% | +789.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling