+54.5%
GDXJ vs ABCL
+164.4%
-109.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +2.1% |
| 7D | +0.9% | -2.7% | +3.7% | +1.6% |
| 30D | +8.8% | +18.3% | -9.5% | +4.2% |
| 3M | +29.8% | +108.5% | -78.6% | +4.7% |
| 6M | -5.8% | +213.9% | -219.7% | -33.3% |
| YTD | +13.6% | +223.1% | -209.5% | -21.1% |
| 1Y | +54.5% | +160.6% | -106.1% | +18.2% |
| All | +54.5% | +164.4% | -109.9% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling