+313.3%
ANET vs GDXJ
+285.5%
+27.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.6% | +5.3% |
| 7D | +3.0% | -2.8% | +5.8% | +3.8% |
| 30D | -5.2% | +5.0% | -10.1% | -6.6% |
| 3M | +27.6% | +24.1% | +3.5% | +19.7% |
| 6M | +44.4% | -7.4% | +51.7% | +44.6% |
| YTD | +52.3% | +10.2% | +42.1% | +44.5% |
| 1Y | +30.4% | +42.5% | -12.1% | +14.6% |
| 3Y | +313.3% | +285.7% | +27.5% | +184.9% |
| All | +313.3% | +285.5% | +27.8% | +184.9% |
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