+496.8%
ABT vs GDXJ
+73.6%
+423.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.5% |
| 7D | -3.1% | +4.3% | -7.4% | -3.3% |
| 30D | -2.1% | +8.4% | -10.6% | -2.6% |
| 3M | +17.4% | +25.5% | -8.1% | +15.9% |
| 6M | -2.4% | -6.3% | +3.9% | -2.4% |
| YTD | -14.2% | +12.1% | -26.3% | -15.3% |
| 1Y | -18.3% | +51.1% | -69.4% | -20.9% |
| 3Y | +11.5% | +296.1% | -284.6% | +1.6% |
| 5Y | -9.9% | +228.1% | -238.0% | -17.7% |
| 10Y | +204.4% | +211.8% | -7.4% | +175.0% |
| All | +496.8% | +73.6% | +423.2% | +430.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling