+251.0%
SPOT vs GDXJ
+345.9%
-95.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | -6.5% | +0.9% | -7.4% | -6.6% |
| 30D | +2.2% | +8.8% | -6.6% | +0.5% |
| 3M | +5.4% | +29.8% | -24.5% | 0.0% |
| 6M | -4.0% | -5.8% | +1.8% | -4.2% |
| YTD | -9.9% | +13.6% | -23.5% | -13.6% |
| 1Y | -27.3% | +54.5% | -81.7% | -34.6% |
| 3Y | +236.4% | +301.4% | -65.0% | +151.3% |
| 5Y | +112.6% | +236.3% | -123.7% | +60.5% |
| All | +251.0% | +345.9% | -95.0% | +184.2% |
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