+367.9%
APP vs GDXJ
+188.5%
+179.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.6% | -2.7% |
| 7D | -4.4% | +0.9% | -5.3% | -4.8% |
| 30D | -10.0% | +8.8% | -18.8% | -13.3% |
| 3M | -41.4% | +29.8% | -71.3% | -47.6% |
| 6M | -41.0% | -5.8% | -35.2% | -41.2% |
| YTD | -54.7% | +13.6% | -68.3% | -57.8% |
| 1Y | -45.3% | +54.5% | -99.8% | -55.0% |
| 3Y | +624.3% | +301.4% | +322.9% | +302.1% |
| 5Y | +329.1% | +236.3% | +92.8% | +143.2% |
| All | +367.9% | +188.5% | +179.4% | +185.1% |
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