+391.7%
APP vs GDXJ
+188.0%
+203.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +3.1% |
| 7D | +0.9% | +0.2% | +0.7% | +0.7% |
| 30D | -23.3% | +17.9% | -41.1% | -28.3% |
| 3M | -42.6% | +15.3% | -57.9% | -46.4% |
| 6M | -33.6% | -9.4% | -24.2% | -32.8% |
| YTD | -52.4% | +13.4% | -65.8% | -55.6% |
| 1Y | -35.9% | +59.7% | -95.5% | -47.8% |
| 3Y | +642.2% | +283.6% | +358.6% | +318.6% |
| 5Y | +311.1% | +217.6% | +93.5% | +138.1% |
| All | +391.7% | +188.0% | +203.7% | +199.8% |
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