+191.2%
TER vs GDXJ
+219.0%
-27.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.1% |
| 7D | +14.4% | -8.1% | +22.5% | +18.2% |
| 30D | -30.6% | -5.5% | -25.1% | -29.3% |
| 3M | -39.2% | -14.6% | -24.6% | -35.7% |
| 6M | -31.3% | -23.2% | -8.1% | -25.1% |
| YTD | +29.1% | -13.0% | +42.1% | +34.6% |
| 1Y | +47.4% | +2.8% | +44.7% | +46.8% |
| 3Y | +191.2% | +221.5% | -30.2% | +98.1% |
| All | +191.2% | +219.0% | -27.8% | +98.1% |
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