+527.5%
APP vs GDXJ
+121.0%
+406.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.1% |
| 7D | +4.6% | -8.1% | +12.7% | +7.9% |
| 30D | +56.0% | -5.5% | +61.5% | +59.6% |
| 3M | +30.8% | -14.6% | +45.4% | +37.4% |
| 6M | -9.8% | -23.2% | +13.4% | -2.7% |
| YTD | -39.3% | -13.0% | -26.3% | -37.8% |
| 1Y | -26.4% | +2.8% | -29.2% | -29.1% |
| 3Y | +887.9% | +221.5% | +666.4% | +494.8% |
| 5Y | +264.1% | +123.4% | +140.7% | +135.6% |
| All | +527.5% | +121.0% | +406.4% | +320.3% |
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