+975.4%
AMGN vs GDXJ
+73.6%
+901.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.2% | -8.9% | -10.0% |
| 7D | -10.3% | +4.3% | -14.6% | -10.5% |
| 30D | -3.8% | +8.4% | -12.2% | -4.3% |
| 3M | +14.4% | +25.5% | -11.1% | +12.5% |
| 6M | +7.8% | -6.3% | +14.2% | +7.8% |
| YTD | +22.6% | +12.1% | +10.5% | +20.9% |
| 1Y | +44.2% | +51.1% | -6.8% | +39.3% |
| 3Y | +65.8% | +296.1% | -230.3% | +49.7% |
| 5Y | +108.0% | +228.1% | -120.1% | +88.2% |
| 10Y | +209.9% | +211.8% | -1.9% | +175.4% |
| All | +975.4% | +73.6% | +901.7% | +849.0% |
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 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