+57.7%
AMGN vs GDXJ
+285.5%
-227.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | -13.7% | -2.8% | -10.9% | -13.4% |
| 30D | -8.8% | +5.0% | -13.8% | -9.3% |
| 3M | +7.2% | +24.1% | -16.9% | +4.6% |
| 6M | +1.3% | -7.4% | +8.6% | +1.4% |
| YTD | +17.6% | +10.2% | +7.4% | +15.3% |
| 1Y | +37.2% | +42.5% | -5.4% | +30.2% |
| 3Y | +57.7% | +285.7% | -228.0% | +29.0% |
| All | +57.7% | +285.5% | -227.8% | +29.0% |
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