+654.6%
APP vs GDXJ
+298.7%
+355.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +3.2% |
| 7D | +0.9% | +0.2% | +0.7% | +0.7% |
| 30D | -23.3% | +17.9% | -41.1% | -28.5% |
| 3M | -42.6% | +15.3% | -57.9% | -46.5% |
| 6M | -33.6% | -9.4% | -24.2% | -32.6% |
| YTD | -52.4% | +13.4% | -65.8% | -55.6% |
| 1Y | -35.9% | +59.7% | -95.5% | -48.2% |
| All | +654.6% | +298.7% | +355.9% | +290.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling