+483.7%
APLD vs GDXJ
+173.9%
+309.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.2% | +8.5% | +8.2% |
| 7D | +16.6% | +4.3% | +12.2% | +12.7% |
| 30D | -3.1% | +8.4% | -11.5% | -9.3% |
| 3M | -30.9% | +25.5% | -56.4% | -42.6% |
| 6M | +12.6% | -6.3% | +18.9% | +15.7% |
| YTD | +15.5% | +12.1% | +3.4% | +2.2% |
| 1Y | +103.5% | +51.1% | +52.5% | +42.1% |
| 3Y | +446.5% | +296.1% | +150.5% | +72.9% |
| All | +483.7% | +173.9% | +309.8% | +291.8% |
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