-22.2%
AMAT vs GDXJ
-9.8%
-12.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +3.1% |
| 7D | -14.7% | +13.4% | -28.2% | -19.2% |
| 30D | -36.1% | -1.3% | -34.8% | -35.6% |
| 3M | -36.9% | -1.5% | -35.3% | -37.6% |
| 6M | -22.2% | -12.2% | -10.0% | -21.1% |
| All | -22.2% | -9.8% | -12.4% | -21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling