+365.7%
ALAB vs GDXJ
+277.9%
+87.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.2% | -5.8% | -6.5% |
| 7D | +3.2% | +4.3% | -1.1% | +1.3% |
| 30D | -13.6% | +8.4% | -22.0% | -16.8% |
| 3M | -16.6% | +25.5% | -42.1% | -24.9% |
| 6M | +142.3% | -6.3% | +148.7% | +140.6% |
| YTD | +73.6% | +12.1% | +61.5% | +60.4% |
| 1Y | +33.7% | +51.1% | -17.4% | +8.9% |
| All | +365.7% | +277.9% | +87.8% | +188.2% |
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