+243.9%
APLD vs GDXJ
+128.3%
+115.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.7% | +4.3% |
| 7D | -6.3% | +11.8% | -18.1% | -14.9% |
| 30D | -29.6% | -7.1% | -22.5% | -26.1% |
| 3M | -42.6% | -10.5% | -32.1% | -38.2% |
| 6M | -59.6% | -15.5% | -44.0% | -55.0% |
| YTD | -32.0% | -6.6% | -25.4% | -31.2% |
| 1Y | -46.9% | +11.3% | -58.3% | -53.3% |
| 3Y | +255.7% | +242.0% | +13.7% | +26.2% |
| All | +243.9% | +128.3% | +115.6% | +163.6% |
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