+629.3%
ON vs GDXJ
+237.3%
+392.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.1% | +7.5% | +8.3% |
| 7D | +2.4% | -2.8% | +5.2% | +3.1% |
| 30D | -8.6% | +5.0% | -13.6% | -9.9% |
| 3M | -34.3% | +24.1% | -58.4% | -38.1% |
| 6M | +28.5% | -7.4% | +35.9% | +29.3% |
| YTD | +40.6% | +10.2% | +30.4% | +34.9% |
| 1Y | +55.3% | +42.5% | +12.8% | +39.8% |
| 3Y | -22.2% | +285.7% | -307.9% | -46.1% |
| 5Y | +62.4% | +231.9% | -169.5% | +13.2% |
| All | +629.3% | +237.3% | +392.0% | +411.1% |
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