+1,381.0%
NET vs GDXJ
+207.0%
+1,174.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.6% | -12.2% | -4.9% |
| 7D | -16.4% | -0.2% | -16.2% | -16.4% |
| 30D | -25.8% | -7.6% | -18.2% | -24.6% |
| 3M | -11.5% | +2.3% | -13.8% | -12.9% |
| 6M | +18.9% | -7.8% | +26.7% | +18.8% |
| YTD | +35.2% | -8.4% | +43.6% | +32.1% |
| 1Y | +14.5% | +21.8% | -7.3% | +3.3% |
| 3Y | +313.8% | +210.6% | +103.2% | +177.8% |
| 5Y | +32.6% | +160.7% | -128.2% | -8.9% |
| All | +1,381.0% | +207.0% | +1,174.0% | +943.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling