+681.4%
NFLX vs GDXJ
+237.3%
+444.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.7% |
| 7D | -1.1% | -2.8% | +1.7% | -0.7% |
| 30D | +4.3% | +5.0% | -0.7% | +3.4% |
| 3M | -4.8% | +24.1% | -28.8% | -8.2% |
| 6M | -18.4% | -7.4% | -11.1% | -18.5% |
| YTD | -17.4% | +10.2% | -27.7% | -20.2% |
| 1Y | -35.7% | +42.5% | -78.2% | -40.7% |
| 3Y | +73.8% | +285.7% | -211.9% | +34.9% |
| 5Y | +29.3% | +231.9% | -202.6% | +0.9% |
| All | +681.4% | +237.3% | +444.2% | +497.7% |
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