-34.5%
UPS vs GDXJ
+221.5%
-255.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.7% | +1.2% |
| 7D | -3.4% | -6.2% | +2.8% | -2.7% |
| 30D | -2.7% | +4.6% | -7.4% | -3.3% |
| 3M | -1.6% | +31.3% | -32.9% | -4.8% |
| 6M | +2.3% | -10.7% | +13.0% | +2.5% |
| YTD | +5.6% | +9.1% | -3.5% | +3.4% |
| 1Y | +27.1% | +44.1% | -17.1% | +20.5% |
| 3Y | -26.3% | +285.4% | -311.7% | -39.6% |
| 5Y | -34.5% | +228.4% | -262.9% | -47.7% |
| All | -34.5% | +221.5% | -255.9% | -47.7% |
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 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