+70.3%
T vs GDXJ
+237.3%
-167.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.9% |
| 7D | +1.5% | -2.8% | +4.3% | +1.6% |
| 30D | +7.5% | +5.0% | +2.5% | +7.0% |
| 3M | +14.8% | +24.1% | -9.2% | +13.0% |
| 6M | -1.7% | -7.4% | +5.6% | -1.7% |
| YTD | +8.7% | +10.2% | -1.5% | +6.8% |
| 1Y | -7.5% | +42.5% | -50.0% | -11.2% |
| 3Y | +110.2% | +285.7% | -175.5% | +83.3% |
| 5Y | +71.6% | +231.9% | -160.2% | +49.9% |
| All | +70.3% | +237.3% | -167.0% | +49.7% |
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