+358.8%
APP vs GDXJ
+225.9%
+133.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.2% |
| 7D | +0.1% | +4.3% | -4.2% | -1.6% |
| 30D | -10.0% | +8.4% | -18.5% | -13.2% |
| 3M | -44.6% | +25.5% | -70.2% | -49.8% |
| 6M | -37.9% | -6.3% | -31.5% | -37.9% |
| YTD | -53.7% | +12.1% | -65.8% | -56.6% |
| 1Y | -43.0% | +51.1% | -94.0% | -52.6% |
| 3Y | +640.8% | +296.1% | +344.7% | +313.9% |
| 5Y | +358.8% | +228.1% | +130.7% | +173.3% |
| All | +358.8% | +225.9% | +133.0% | +173.3% |
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 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