+40.2%
UNP vs GDXJ
+123.6%
-83.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +4.2% | -8.1% | +12.3% | +4.9% |
| 30D | +5.6% | -5.5% | +11.1% | +5.9% |
| 3M | +2.0% | -14.6% | +16.6% | +3.0% |
| 6M | +15.4% | -23.2% | +38.6% | +17.3% |
| YTD | +32.7% | -13.0% | +45.7% | +31.9% |
| 1Y | +39.4% | +2.8% | +36.7% | +35.8% |
| 3Y | +54.3% | +221.5% | -167.2% | +23.8% |
| All | +40.2% | +123.6% | -83.4% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling