+374.9%
V vs GDXJ
+233.7%
+141.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +3.9% | +0.3% |
| 7D | -3.0% | -6.2% | +3.2% | -2.5% |
| 30D | +1.2% | +4.6% | -3.4% | +0.7% |
| 3M | +13.9% | +31.3% | -17.4% | +10.9% |
| 6M | +17.2% | -10.7% | +27.9% | +17.7% |
| YTD | +5.3% | +9.1% | -3.7% | +3.3% |
| 1Y | +9.5% | +44.1% | -34.7% | +4.0% |
| 3Y | +51.9% | +285.4% | -233.5% | +28.7% |
| 5Y | +69.6% | +228.4% | -158.8% | +43.9% |
| All | +374.9% | +233.7% | +141.2% | +308.5% |
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