+54.8%
GDX vs AJG
-12.9%
+67.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.6% |
| 7D | -0.4% | -1.8% | +1.4% | -0.9% |
| 30D | +18.6% | +4.6% | +14.0% | +20.1% |
| 3M | +14.9% | +24.9% | -10.0% | +23.2% |
| 6M | -6.3% | +17.2% | -23.4% | 0.0% |
| YTD | +15.7% | +2.2% | +13.6% | +21.1% |
| 1Y | +54.8% | -11.5% | +66.4% | +53.6% |
| All | +54.8% | -12.9% | +67.7% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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