+178.3%
GDXJ vs ABCL
-81.9%
+260.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.8% |
| 7D | +0.9% | -2.7% | +3.7% | +1.3% |
| 30D | +8.8% | +18.3% | -9.5% | +6.2% |
| 3M | +29.8% | +108.5% | -78.6% | +16.4% |
| 6M | -5.8% | +213.9% | -219.7% | -20.0% |
| YTD | +13.6% | +223.1% | -209.5% | -4.2% |
| 1Y | +54.5% | +160.6% | -106.1% | +32.7% |
| 3Y | +301.4% | +104.3% | +197.1% | +240.4% |
| 5Y | +236.3% | -40.0% | +276.4% | +204.6% |
| All | +178.3% | -81.9% | +260.2% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ABCL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling