+166.5%
GDXJ vs ABCL
-18.8%
+185.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.2% | -0.3% | +4.1% |
| 7D | +16.4% | +12.4% | +4.0% | +14.1% |
| 30D | -1.2% | -0.4% | -0.8% | -1.5% |
| 3M | -3.9% | +80.4% | -84.3% | -13.6% |
| 6M | -10.2% | +138.5% | -148.7% | -23.5% |
| YTD | -0.6% | +265.5% | -266.1% | -21.0% |
| 1Y | +24.3% | +219.7% | -195.4% | +0.4% |
| 3Y | +257.4% | +209.4% | +48.0% | +178.3% |
| 5Y | +166.5% | -15.0% | +181.5% | +138.5% |
| All | +166.5% | -18.8% | +185.3% | +138.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling