+257.4%
GDXJ vs ABCL
+196.9%
+60.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.2% | -0.3% | +4.1% |
| 7D | +16.4% | +12.4% | +4.0% | +13.9% |
| 30D | -1.2% | -0.4% | -0.8% | -1.5% |
| 3M | -3.9% | +80.4% | -84.3% | -14.3% |
| 6M | -10.2% | +138.5% | -148.7% | -24.4% |
| YTD | -0.6% | +265.5% | -266.1% | -22.4% |
| 1Y | +24.3% | +219.7% | -195.4% | -1.5% |
| 3Y | +257.4% | +209.4% | +48.0% | +180.2% |
| All | +257.4% | +196.9% | +60.5% | +180.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling