+836.8%
SPY vs GDXJ
+73.6%
+763.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.4% |
| 7D | +0.5% | +4.3% | -3.8% | +0.1% |
| 30D | -0.9% | +8.4% | -9.4% | -1.9% |
| 3M | +3.9% | +25.5% | -21.6% | +1.2% |
| 6M | +14.5% | -6.3% | +20.9% | +14.5% |
| YTD | +12.9% | +12.1% | +0.8% | +10.4% |
| 1Y | +19.4% | +51.1% | -31.7% | +13.0% |
| 3Y | +78.5% | +296.1% | -217.6% | +51.7% |
| 5Y | +81.8% | +228.1% | -146.4% | +55.4% |
| 10Y | +311.5% | +211.8% | +99.7% | +242.8% |
| All | +836.8% | +73.6% | +763.1% | +689.0% |
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