+806.4%
ORCL vs GDXJ
+75.7%
+730.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +3.4% |
| 7D | +5.3% | +0.2% | +5.1% | +5.3% |
| 30D | +10.0% | +17.9% | -7.9% | +7.7% |
| 3M | -32.6% | +15.3% | -47.9% | -33.8% |
| 6M | +4.9% | -9.4% | +14.4% | +5.4% |
| YTD | -17.8% | +13.4% | -31.2% | -19.6% |
| 1Y | -28.0% | +59.7% | -87.6% | -32.2% |
| 3Y | +36.0% | +283.6% | -247.6% | +16.5% |
| 5Y | +88.7% | +217.6% | -128.9% | +62.2% |
| 10Y | +346.9% | +225.7% | +121.2% | +270.0% |
| All | +806.4% | +75.7% | +730.7% | +661.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling