+228.8%
MU vs GDXJ
-0.6%
+229.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.2% |
| 7D | +12.8% | -8.1% | +20.9% | +17.5% |
| 30D | -14.9% | -5.5% | -9.4% | -13.0% |
| 3M | -18.0% | -14.6% | -3.5% | -12.3% |
| 6M | -3.1% | -23.2% | +20.1% | +6.0% |
| YTD | +172.9% | -13.0% | +185.9% | +177.8% |
| 1Y | +228.8% | +2.8% | +226.1% | +182.6% |
| All | +228.8% | -0.6% | +229.5% | +182.6% |
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