+291.1%
APH vs GDXJ
+298.7%
-7.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.4% |
| 7D | +5.0% | +0.2% | +4.8% | +4.8% |
| 30D | -3.9% | +17.9% | -21.7% | -7.9% |
| 3M | +13.0% | +15.3% | -2.3% | +8.3% |
| 6M | +25.2% | -9.4% | +34.6% | +25.6% |
| YTD | +22.9% | +13.4% | +9.5% | +16.6% |
| 1Y | +47.8% | +59.7% | -11.8% | +29.9% |
| All | +291.1% | +298.7% | -7.7% | +180.3% |
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 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