+52.0%
V vs GDXJ
+297.3%
-245.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.4% |
| 7D | -2.9% | +0.9% | -3.8% | -2.9% |
| 30D | +1.9% | +8.8% | -6.9% | +1.6% |
| 3M | +13.2% | +29.8% | -16.6% | +12.3% |
| 6M | +16.7% | -5.8% | +22.5% | +17.2% |
| YTD | +5.4% | +13.6% | -8.2% | +4.6% |
| 1Y | +7.7% | +54.5% | -46.8% | +4.8% |
| All | +52.0% | +297.3% | -245.3% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling