-37.5%
U vs GDXJ
+128.4%
-165.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.1% |
| 7D | +4.5% | +4.3% | +0.2% | +2.7% |
| 30D | -0.6% | +8.4% | -9.0% | -4.2% |
| 3M | +48.4% | +25.5% | +22.9% | +34.2% |
| 6M | +115.4% | -6.3% | +121.7% | +115.7% |
| YTD | -3.2% | +12.1% | -15.3% | -10.1% |
| 1Y | -6.0% | +51.1% | -57.1% | -24.0% |
| 3Y | +13.5% | +296.1% | -282.6% | -40.7% |
| 5Y | -68.0% | +228.1% | -296.1% | -82.8% |
| All | -37.5% | +128.4% | -165.8% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling