-11.6%
AXP vs GDXJ
+10.6%
-22.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | +0.4% |
| 7D | -0.6% | +11.8% | -12.4% | -1.9% |
| 30D | +5.0% | -7.1% | +12.1% | +5.5% |
| 3M | -4.2% | -10.5% | +6.3% | -3.6% |
| 6M | +2.9% | -15.5% | +18.5% | +3.3% |
| YTD | -11.6% | -6.6% | -5.0% | -15.3% |
| All | -11.6% | +10.6% | -22.3% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling