+281.7%
GDXJ vs AA
+73.4%
+208.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.8% | +0.8% | -2.3% |
| 7D | -6.2% | -5.4% | -0.8% | -4.4% |
| 30D | +4.6% | -10.7% | +15.3% | +8.7% |
| 3M | +31.3% | -26.2% | +57.4% | +44.6% |
| 6M | -10.7% | -20.9% | +10.3% | -4.1% |
| YTD | +9.1% | -8.6% | +17.7% | +12.1% |
| 1Y | +44.1% | +57.4% | -13.3% | +26.4% |
| All | +281.7% | +73.4% | +208.3% | +208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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