+1,802.9%
TER vs GDXJ
+233.7%
+1,569.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.5% | -2.5% |
| 7D | +9.4% | -6.2% | +15.6% | +11.1% |
| 30D | -2.4% | +4.6% | -7.1% | -3.8% |
| 3M | +6.5% | +31.3% | -24.7% | -1.2% |
| 6M | +23.2% | -10.7% | +33.9% | +25.6% |
| YTD | +91.5% | +9.1% | +82.4% | +86.4% |
| 1Y | +214.8% | +44.1% | +170.7% | +187.8% |
| 3Y | +275.3% | +285.4% | -10.0% | +172.8% |
| 5Y | +211.9% | +228.4% | -16.5% | +128.8% |
| All | +1,802.9% | +233.7% | +1,569.2% | +1,283.8% |
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