-11.6%
ABT vs GDXJ
+221.5%
-233.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.5% |
| 7D | -5.0% | -6.2% | +1.2% | -4.6% |
| 30D | -5.8% | +4.6% | -10.4% | -6.1% |
| 3M | +16.7% | +31.3% | -14.5% | +14.4% |
| 6M | -5.2% | -10.7% | +5.4% | -4.7% |
| YTD | -16.0% | +9.1% | -25.0% | -17.4% |
| 1Y | -18.3% | +44.1% | -62.4% | -22.0% |
| 3Y | +9.2% | +285.4% | -276.2% | -7.9% |
| 5Y | -11.6% | +228.4% | -239.9% | -25.6% |
| All | -11.6% | +221.5% | -233.0% | -25.6% |
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