+174.7%
GDXJ vs ABCL
-81.2%
+255.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | +4.3% | +1.4% | +2.9% | +4.1% |
| 30D | +8.4% | +65.1% | -56.6% | +0.7% |
| 3M | +25.5% | +111.1% | -85.6% | +12.3% |
| 6M | -6.3% | +231.6% | -237.9% | -21.0% |
| YTD | +12.1% | +234.5% | -222.4% | -5.9% |
| 1Y | +51.1% | +174.3% | -123.3% | +29.0% |
| 3Y | +296.1% | +111.5% | +184.6% | +234.4% |
| 5Y | +228.1% | -37.3% | +265.4% | +195.6% |
| All | +174.7% | -81.2% | +255.9% | +160.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling