+228.2%
TER vs GDXJ
+229.7%
-1.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.6% |
| 7D | +12.4% | +0.9% | +11.4% | +11.9% |
| 30D | +5.1% | +8.8% | -3.7% | +1.5% |
| 3M | +4.0% | +29.8% | -25.9% | -6.3% |
| 6M | +29.5% | -5.8% | +35.3% | +29.9% |
| YTD | +98.5% | +13.6% | +84.9% | +87.5% |
| 1Y | +234.1% | +54.5% | +179.6% | +187.1% |
| 3Y | +289.0% | +301.4% | -12.4% | +140.2% |
| 5Y | +228.2% | +236.3% | -8.2% | +100.0% |
| All | +228.2% | +229.7% | -1.5% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling