-38.4%
U vs GDXJ
+122.2%
-160.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | +0.4% |
| 7D | 0.0% | -6.2% | +6.2% | +2.4% |
| 30D | -4.1% | +4.6% | -8.7% | -6.4% |
| 3M | +57.8% | +31.3% | +26.5% | +40.0% |
| 6M | +103.5% | -10.7% | +114.2% | +107.6% |
| YTD | -4.8% | +9.1% | -13.8% | -10.6% |
| 1Y | -2.4% | +44.1% | -46.5% | -19.5% |
| 3Y | +11.7% | +285.4% | -273.7% | -41.0% |
| 5Y | -68.9% | +228.4% | -297.2% | -83.2% |
| All | -38.4% | +122.2% | -160.7% | -62.8% |
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