+40.2%
GDX vs AJG
-17.2%
+57.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +0.8% |
| 7D | -2.2% | -8.3% | +6.1% | -4.2% |
| 30D | +6.8% | -5.7% | +12.4% | +5.2% |
| 3M | +24.9% | +9.1% | +15.9% | +29.2% |
| 6M | -4.2% | +15.2% | -19.4% | +1.3% |
| YTD | +13.2% | -6.3% | +19.5% | +15.9% |
| 1Y | +40.2% | -19.1% | +59.3% | +33.9% |
| All | +40.2% | -17.2% | +57.4% | +33.9% |
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