+1,258.4%
NET vs GDXJ
+208.7%
+1,049.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.5% | -8.8% | -8.4% |
| 7D | -21.2% | +3.8% | -25.0% | -22.0% |
| 30D | -31.1% | -7.7% | -23.4% | -29.9% |
| 3M | -16.5% | -4.3% | -12.3% | -16.4% |
| 6M | 0.0% | -7.4% | +7.4% | -0.2% |
| YTD | +24.0% | -7.9% | +31.9% | +21.0% |
| 1Y | +7.0% | +19.1% | -12.1% | -2.8% |
| 3Y | +279.6% | +212.2% | +67.3% | +154.5% |
| 5Y | +24.0% | +153.5% | -129.5% | -14.5% |
| All | +1,258.4% | +208.7% | +1,049.7% | +856.1% |
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