+1,449.6%
NET vs GDXJ
+280.1%
+1,169.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.4% |
| 7D | -7.0% | +0.2% | -7.2% | -7.0% |
| 30D | -4.8% | +17.9% | -22.6% | -8.8% |
| 3M | +3.8% | +15.3% | -11.5% | -0.5% |
| 6M | +50.0% | -9.4% | +59.5% | +50.5% |
| YTD | +41.5% | +13.4% | +28.1% | +32.0% |
| 1Y | +32.8% | +59.7% | -26.8% | +12.0% |
| 3Y | +335.9% | +283.6% | +52.3% | +179.7% |
| 5Y | +113.8% | +217.6% | -103.8% | +40.6% |
| All | +1,449.6% | +280.1% | +1,169.5% | +943.2% |
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