+65.5%
T vs GDXJ
+219.0%
-153.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +2.5% | -8.1% | +10.6% | +2.5% |
| 30D | -3.8% | -5.5% | +1.7% | -3.8% |
| 3M | -8.7% | -14.6% | +5.8% | -8.9% |
| 6M | -8.1% | -23.2% | +15.1% | -8.1% |
| YTD | -6.4% | -13.0% | +6.5% | -7.3% |
| 1Y | -9.8% | +2.8% | -12.5% | -11.3% |
| 3Y | +65.5% | +221.5% | -156.0% | +45.4% |
| All | +65.5% | +219.0% | -153.5% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling