+82.0%
SPY vs GDXJ
+221.5%
-139.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | 0.0% |
| 7D | -2.0% | -6.2% | +4.2% | -1.1% |
| 30D | -1.7% | +4.6% | -6.3% | -2.5% |
| 3M | +4.7% | +31.3% | -26.5% | +0.1% |
| 6M | +12.5% | -10.7% | +23.2% | +13.1% |
| YTD | +11.7% | +9.1% | +2.7% | +8.3% |
| 1Y | +17.5% | +44.1% | -26.6% | +8.4% |
| 3Y | +76.6% | +285.4% | -208.8% | +34.8% |
| 5Y | +82.0% | +228.4% | -146.4% | +39.6% |
| All | +82.0% | +221.5% | -139.4% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling