+15.9%
ABNB vs GDXJ
+165.5%
-149.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.4% |
| 7D | -9.5% | -6.2% | -3.3% | -8.4% |
| 30D | -9.4% | +4.6% | -14.0% | -10.4% |
| 3M | +29.9% | +31.3% | -1.4% | +22.5% |
| 6M | +26.6% | -10.7% | +37.3% | +27.7% |
| YTD | +23.5% | +9.1% | +14.5% | +18.4% |
| 1Y | +35.8% | +44.1% | -8.3% | +21.3% |
| 3Y | +15.0% | +285.4% | -270.4% | -23.8% |
| 5Y | +1.5% | +228.4% | -226.9% | -31.9% |
| All | +15.9% | +165.5% | -149.7% | -20.8% |
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