+277.6%
UNP vs GDXJ
+237.3%
+40.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.6% |
| 7D | -1.8% | -2.8% | +1.0% | -1.6% |
| 30D | -2.7% | +5.0% | -7.7% | -3.1% |
| 3M | +6.5% | +24.1% | -17.6% | +4.7% |
| 6M | +14.4% | -7.4% | +21.7% | +14.4% |
| YTD | +24.8% | +10.2% | +14.6% | +22.8% |
| 1Y | +34.4% | +42.5% | -8.1% | +29.2% |
| 3Y | +43.6% | +285.7% | -242.1% | +25.3% |
| 5Y | +53.2% | +231.9% | -178.6% | +33.7% |
| All | +277.6% | +237.3% | +40.4% | +240.9% |
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