+282.2%
APH vs GDXJ
+158.6%
+123.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.3% | +3.5% |
| 7D | -5.9% | +13.4% | -19.4% | -8.8% |
| 30D | -14.8% | -1.3% | -13.5% | -14.7% |
| 3M | -12.4% | -1.5% | -10.9% | -12.7% |
| 6M | +8.1% | -12.2% | +20.3% | +9.8% |
| YTD | +10.9% | -5.3% | +16.3% | +9.6% |
| 1Y | +8.8% | +22.0% | -13.2% | +1.6% |
| 3Y | +262.1% | +224.9% | +37.1% | +167.9% |
| All | +282.2% | +158.6% | +123.6% | +193.2% |
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