+314.7%
SPY vs GDXJ
+237.3%
+77.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -0.8% | -2.8% | +2.0% | -0.5% |
| 30D | -1.1% | +5.0% | -6.0% | -1.7% |
| 3M | +3.9% | +24.1% | -20.2% | +1.0% |
| 6M | +13.6% | -7.4% | +21.0% | +13.6% |
| YTD | +12.7% | +10.2% | +2.5% | +10.0% |
| 1Y | +17.5% | +42.5% | -25.0% | +11.1% |
| 3Y | +76.9% | +285.7% | -208.8% | +47.4% |
| 5Y | +83.6% | +231.9% | -148.3% | +53.1% |
| All | +314.7% | +237.3% | +77.5% | +248.6% |
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 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