+54.4%
PYPL vs GDXJ
+245.9%
-191.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | +0.1% | -8.1% | +8.2% | +1.4% |
| 30D | +5.7% | -5.5% | +11.1% | +6.4% |
| 3M | -1.9% | -14.6% | +12.6% | +0.3% |
| 6M | +31.8% | -23.2% | +55.0% | +36.3% |
| YTD | +2.4% | -13.0% | +15.4% | +2.3% |
| 1Y | -8.2% | +2.8% | -11.0% | -11.1% |
| 3Y | +10.2% | +221.5% | -211.3% | -15.2% |
| 5Y | -71.2% | +123.4% | -194.6% | -77.1% |
| All | +54.4% | +245.9% | -191.5% | +19.4% |
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