+268.2%
T vs GDXJ
+34.8%
+233.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +2.5% | -8.1% | +10.6% | +3.0% |
| 30D | -3.8% | -5.5% | +1.7% | -3.6% |
| 3M | -8.7% | -14.6% | +5.8% | -8.2% |
| 6M | -8.1% | -23.2% | +15.1% | -7.2% |
| YTD | -6.4% | -13.0% | +6.5% | -6.8% |
| 1Y | -9.8% | +2.8% | -12.5% | -11.2% |
| 3Y | +65.5% | +221.5% | -156.0% | +48.5% |
| 5Y | +57.0% | +123.4% | -66.4% | +42.9% |
| 10Y | +60.8% | +238.2% | -177.4% | +39.4% |
| All | +268.2% | +34.8% | +233.4% | +223.4% |
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 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