+177.9%
GDXJ vs ABCL
-81.3%
+259.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.3% |
| 7D | +0.2% | +0.7% | -0.5% | +0.1% |
| 30D | +17.9% | +93.1% | -75.2% | +7.2% |
| 3M | +15.3% | +79.4% | -64.1% | +5.4% |
| 6M | -9.4% | +214.9% | -224.3% | -23.2% |
| YTD | +13.4% | +234.2% | -220.8% | -4.8% |
| 1Y | +59.7% | +174.8% | -115.1% | +36.3% |
| 3Y | +283.6% | +104.5% | +179.1% | +224.8% |
| 5Y | +217.6% | -39.0% | +256.6% | +186.7% |
| All | +177.9% | -81.3% | +259.1% | +163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling