+791.3%
ANET vs GDXJ
+229.9%
+561.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.6% | +5.4% |
| 7D | +3.0% | -2.8% | +5.8% | +3.7% |
| 30D | -5.2% | +5.0% | -10.1% | -6.5% |
| 3M | +27.6% | +24.1% | +3.5% | +20.5% |
| 6M | +44.4% | -7.4% | +51.7% | +44.5% |
| YTD | +52.3% | +10.2% | +42.1% | +45.7% |
| 1Y | +30.4% | +42.5% | -12.1% | +17.0% |
| 3Y | +313.3% | +285.7% | +27.5% | +195.5% |
| All | +791.3% | +229.9% | +561.4% | +546.8% |
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