+128.9%
GDXJ vs ABCL
-79.6%
+208.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -5.9% |
| 7D | +11.8% | +2.3% | +9.5% | +11.4% |
| 30D | -7.1% | -0.7% | -6.4% | -7.3% |
| 3M | -10.5% | +33.4% | -43.9% | -14.4% |
| 6M | -15.5% | +137.8% | -153.3% | -26.2% |
| YTD | -6.6% | +264.3% | -270.9% | -22.8% |
| 1Y | +11.3% | +209.2% | -197.8% | -6.5% |
| 3Y | +242.0% | +208.4% | +33.5% | +177.3% |
| 5Y | +147.7% | -11.9% | +159.6% | +117.5% |
| All | +128.9% | -79.6% | +208.5% | +113.3% |
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