+103.4%
AMGN vs GDXJ
+229.9%
-126.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | -13.7% | -2.8% | -10.9% | -13.5% |
| 30D | -8.8% | +5.0% | -13.8% | -9.3% |
| 3M | +7.2% | +24.1% | -16.9% | +4.8% |
| 6M | +1.3% | -7.4% | +8.6% | +1.3% |
| YTD | +17.6% | +10.2% | +7.4% | +15.5% |
| 1Y | +37.2% | +42.5% | -5.4% | +31.0% |
| 3Y | +57.7% | +285.7% | -228.0% | +35.1% |
| All | +103.4% | +229.9% | -126.5% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling