+228.4%
UNH vs GDXJ
+237.3%
-8.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.4% | -2.4% |
| 7D | -4.5% | -2.8% | -1.7% | -4.3% |
| 30D | -6.5% | +5.0% | -11.5% | -7.0% |
| 3M | -6.0% | +24.1% | -30.1% | -7.8% |
| 6M | +33.7% | -7.4% | +41.0% | +33.6% |
| YTD | +16.4% | +10.2% | +6.2% | +14.4% |
| 1Y | +10.1% | +42.5% | -32.5% | +5.6% |
| 3Y | -16.3% | +285.7% | -302.0% | -26.6% |
| 5Y | +2.1% | +231.9% | -229.8% | -10.2% |
| All | +228.4% | +237.3% | -8.9% | +190.7% |
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