+74.5%
GDXJ vs AA
+67.0%
+7.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -2.8% | -3.4% | +0.6% | -1.8% |
| 30D | +5.0% | -5.8% | +10.7% | +6.8% |
| 3M | +24.1% | -29.9% | +54.0% | +37.4% |
| 6M | -7.4% | -27.0% | +19.7% | +1.2% |
| YTD | +10.2% | -8.7% | +18.9% | +12.5% |
| 1Y | +42.5% | +50.6% | -8.1% | +25.2% |
| 3Y | +285.7% | +74.1% | +211.6% | +207.0% |
| 5Y | +231.9% | +2.6% | +229.3% | +187.6% |
| 10Y | +230.0% | +121.0% | +109.0% | +71.5% |
| All | +74.5% | +67.0% | +7.5% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling