+114.9%
AXP vs GDXJ
+219.0%
-104.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -0.1% | -8.1% | +8.0% | +0.6% |
| 30D | +4.4% | -5.5% | +9.9% | +4.8% |
| 3M | -6.4% | -14.6% | +8.1% | -5.5% |
| 6M | +4.2% | -23.2% | +27.4% | +5.6% |
| YTD | -12.4% | -13.0% | +0.6% | -12.6% |
| 1Y | -11.1% | +2.8% | -13.9% | -12.5% |
| 3Y | +114.9% | +221.5% | -106.6% | +77.4% |
| All | +114.9% | +219.0% | -104.2% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling