+459.6%
APLD vs GDXJ
+177.6%
+282.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.5% | -5.1% |
| 7D | +9.0% | +0.9% | +8.0% | +8.0% |
| 30D | -6.6% | +8.8% | -15.4% | -12.8% |
| 3M | -35.2% | +29.8% | -65.1% | -47.6% |
| 6M | +0.4% | -5.8% | +6.2% | +2.7% |
| YTD | +10.7% | +13.6% | -2.9% | -3.0% |
| 1Y | +78.6% | +54.5% | +24.1% | +22.6% |
| 3Y | +423.9% | +301.4% | +122.6% | +64.0% |
| All | +459.6% | +177.6% | +282.0% | +271.7% |
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