+400.4%
ALAB vs GDXJ
+282.3%
+118.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.5% | +12.2% | +10.7% |
| 7D | +7.2% | +0.2% | +7.1% | +7.0% |
| 30D | -2.5% | +17.9% | -20.4% | -9.4% |
| 3M | -13.3% | +15.3% | -28.6% | -19.2% |
| 6M | +172.8% | -9.4% | +182.3% | +174.3% |
| YTD | +86.6% | +13.4% | +73.2% | +71.6% |
| 1Y | +65.2% | +59.7% | +5.5% | +31.7% |
| All | +400.4% | +282.3% | +118.1% | +208.2% |
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 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