+87.5%
U vs GDXJ
+219.0%
-131.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.5% |
| 7D | +2.6% | -8.1% | +10.7% | +5.7% |
| 30D | +27.6% | -5.5% | +33.0% | +29.8% |
| 3M | +15.3% | -14.6% | +29.9% | +20.9% |
| 6M | +96.4% | -23.2% | +119.6% | +112.2% |
| YTD | +19.6% | -13.0% | +32.5% | +21.5% |
| 1Y | +42.1% | +2.8% | +39.4% | +34.8% |
| 3Y | +87.5% | +221.5% | -133.9% | -3.0% |
| All | +87.5% | +219.0% | -131.5% | -3.0% |
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 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