+11.9%
U vs GDXJ
+297.3%
-285.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.0% |
| 7D | +4.4% | +0.9% | +3.4% | +4.0% |
| 30D | -1.3% | +8.8% | -10.1% | -5.0% |
| 3M | +49.6% | +29.8% | +19.7% | +33.3% |
| 6M | +100.2% | -5.8% | +106.0% | +100.0% |
| YTD | -3.7% | +13.6% | -17.3% | -11.0% |
| 1Y | -6.5% | +54.5% | -61.0% | -25.9% |
| All | +11.9% | +297.3% | -285.4% | -46.4% |
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 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