+292.6%
APP vs GDXJ
+158.6%
+134.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.8% | +7.0% | +8.8% |
| 7D | +71.2% | +13.4% | +57.8% | +63.4% |
| 30D | +39.1% | -1.3% | +40.4% | +39.9% |
| 3M | +16.5% | -1.5% | +18.1% | +15.8% |
| 6M | -16.6% | -12.2% | -4.3% | -14.4% |
| YTD | -41.9% | -5.3% | -36.6% | -42.4% |
| 1Y | -37.0% | +22.0% | -59.0% | -43.3% |
| 3Y | +892.4% | +224.9% | +667.5% | +479.5% |
| All | +292.6% | +158.6% | +134.1% | +172.1% |
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 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