+84.0%
APLD vs GDXJ
+58.9%
+25.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +3.6% |
| 7D | +4.1% | +0.2% | +3.9% | +3.8% |
| 30D | -11.7% | +17.9% | -29.6% | -22.3% |
| 3M | -40.3% | +15.3% | -55.6% | -46.9% |
| 6M | -8.0% | -9.4% | +1.5% | -3.2% |
| YTD | +7.5% | +13.4% | -5.9% | -5.5% |
| 1Y | +84.0% | +59.7% | +24.4% | +27.2% |
| All | +84.0% | +58.9% | +25.1% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling