+228.4%
GDXJ vs AA
+5.3%
+223.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.8% | +0.8% | -2.4% |
| 7D | -6.2% | -5.4% | -0.8% | -4.5% |
| 30D | +4.6% | -10.7% | +15.3% | +8.5% |
| 3M | +31.3% | -26.2% | +57.4% | +44.1% |
| 6M | -10.7% | -20.9% | +10.3% | -4.4% |
| YTD | +9.1% | -8.6% | +17.7% | +11.6% |
| 1Y | +44.1% | +57.4% | -13.3% | +24.9% |
| 3Y | +285.4% | +77.8% | +207.6% | +203.3% |
| 5Y | +228.4% | +2.7% | +225.7% | +205.6% |
| All | +228.4% | +5.3% | +223.0% | +205.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling