+1,638.7%
UNH vs GDXJ
+76.0%
+1,562.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.3% | -2.0% |
| 7D | -1.7% | +0.9% | -2.6% | -1.7% |
| 30D | -3.8% | +8.8% | -12.7% | -4.5% |
| 3M | -4.3% | +29.8% | -34.1% | -6.3% |
| 6M | +38.6% | -5.8% | +44.4% | +38.4% |
| YTD | +20.7% | +13.6% | +7.1% | +18.6% |
| 1Y | +16.0% | +54.5% | -38.5% | +11.2% |
| 3Y | -13.5% | +301.4% | -314.9% | -23.1% |
| 5Y | +3.5% | +236.3% | -232.8% | -7.7% |
| 10Y | +245.3% | +240.1% | +5.2% | +200.6% |
| All | +1,638.7% | +76.0% | +1,562.7% | +1,469.3% |
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