+214.8%
GDX vs AJG
+1,543.0%
-1,328.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +3.9% | +1.6% |
| 7D | +1.9% | -7.4% | +9.3% | +3.3% |
| 30D | +9.9% | -3.0% | +12.9% | +10.5% |
| 3M | +28.2% | +12.8% | +15.4% | +24.8% |
| 6M | -2.9% | +12.8% | -15.7% | -5.8% |
| YTD | +16.0% | -4.7% | +20.7% | +16.0% |
| 1Y | +49.9% | -17.2% | +67.1% | +54.0% |
| 3Y | +263.6% | +10.2% | +253.4% | +248.8% |
| 5Y | +233.6% | +76.9% | +156.6% | +186.6% |
| 10Y | +315.3% | +480.5% | -165.2% | +176.3% |
| All | +214.8% | +1,543.0% | -1,328.1% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling