+117.0%
AXP vs GDXJ
+222.2%
-105.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.5% |
| 7D | +0.6% | +13.4% | -12.9% | -0.5% |
| 30D | +5.8% | -1.3% | +7.1% | +5.8% |
| 3M | -6.0% | -1.5% | -4.5% | -6.2% |
| 6M | +0.3% | -12.2% | +12.5% | +0.6% |
| YTD | -12.3% | -5.3% | -6.9% | -13.1% |
| 1Y | -11.2% | +22.0% | -33.2% | -13.7% |
| 3Y | +117.0% | +224.9% | -107.9% | +79.7% |
| All | +117.0% | +222.2% | -105.2% | +79.7% |
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 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