+506.6%
APP vs GDXJ
+137.3%
+369.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.0% | +2.4% | -1.3% |
| 7D | +61.1% | +11.8% | +49.3% | +54.9% |
| 30D | +42.8% | -7.1% | +49.9% | +46.9% |
| 3M | +16.7% | -10.5% | +27.2% | +20.3% |
| 6M | -15.6% | -15.5% | -0.1% | -12.1% |
| YTD | -41.3% | -6.6% | -34.7% | -41.4% |
| 1Y | -39.3% | +11.3% | -50.6% | -43.2% |
| 3Y | +803.2% | +242.0% | +561.2% | +431.3% |
| 5Y | +313.2% | +147.7% | +165.5% | +157.9% |
| All | +506.6% | +137.3% | +369.3% | +295.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling