+249.6%
GDX vs AJG
+8.2%
+241.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.1% |
| 7D | -2.2% | -8.3% | +6.1% | -2.5% |
| 30D | +6.8% | -5.7% | +12.4% | +6.5% |
| 3M | +24.9% | +9.1% | +15.9% | +25.3% |
| 6M | -4.2% | +15.2% | -19.4% | -3.8% |
| YTD | +13.2% | -6.3% | +19.5% | +15.6% |
| 1Y | +40.2% | -19.1% | +59.3% | +46.1% |
| 3Y | +249.6% | +8.2% | +241.4% | +255.8% |
| All | +249.6% | +8.2% | +241.4% | +255.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling