+918.7%
AXP vs GDXJ
+46.7%
+872.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.5% |
| 7D | +0.6% | +13.4% | -12.9% | -0.7% |
| 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% | +0.9% |
| YTD | -12.3% | -5.3% | -6.9% | -13.0% |
| 1Y | -11.2% | +22.0% | -33.2% | -14.4% |
| 3Y | +117.0% | +224.9% | -107.9% | +85.4% |
| 5Y | +93.2% | +160.6% | -67.5% | +66.3% |
| 10Y | +461.2% | +203.0% | +258.2% | +361.0% |
| All | +918.7% | +46.7% | +872.1% | +735.7% |
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 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