+252.8%
SPOT vs GDXJ
+332.7%
-79.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -3.1% | -2.8% | -0.3% | -2.6% |
| 30D | +7.4% | +5.0% | +2.4% | +6.3% |
| 3M | +8.2% | +24.1% | -15.9% | +3.6% |
| 6M | +2.2% | -7.4% | +9.6% | +2.3% |
| YTD | -9.5% | +10.2% | -19.7% | -12.8% |
| 1Y | -23.8% | +42.5% | -66.4% | -30.5% |
| 3Y | +233.5% | +285.7% | -52.2% | +150.7% |
| 5Y | +112.2% | +231.9% | -119.7% | +60.8% |
| All | +252.8% | +332.7% | -79.9% | +187.1% |
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