+930.0%
APH vs GDXJ
+245.9%
+684.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | +4.9% | -8.1% | +13.0% | +6.2% |
| 30D | -5.4% | -5.5% | +0.1% | -4.7% |
| 3M | -5.5% | -14.6% | +9.1% | -3.5% |
| 6M | +25.9% | -23.2% | +49.1% | +29.9% |
| YTD | +16.4% | -13.0% | +29.3% | +17.2% |
| 1Y | +16.5% | +2.8% | +13.7% | +14.6% |
| 3Y | +270.9% | +221.5% | +49.4% | +212.1% |
| 5Y | +289.5% | +123.4% | +166.1% | +234.3% |
| All | +930.0% | +245.9% | +684.1% | +783.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling