+932.0%
AXP vs GDXJ
+75.7%
+856.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.9% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | -6.5% | +17.9% | -24.4% | -8.2% |
| 3M | +4.6% | +15.3% | -10.7% | +2.7% |
| 6M | +5.4% | -9.4% | +14.9% | +5.7% |
| YTD | -11.1% | +13.4% | -24.5% | -13.3% |
| 1Y | -0.3% | +59.7% | -60.0% | -6.6% |
| 3Y | +111.6% | +283.6% | -172.0% | +77.9% |
| 5Y | +117.6% | +217.6% | -100.0% | +83.9% |
| 10Y | +474.1% | +225.7% | +248.5% | +367.7% |
| All | +932.0% | +75.7% | +856.3% | +732.9% |
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