+233.2%
GDXJ vs ACGL
+322.9%
-89.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.7% | -4.7% |
| 7D | -4.9% | -1.2% | -3.7% | -4.8% |
| 30D | -10.0% | +12.8% | -22.7% | -11.7% |
| 3M | -16.6% | +12.3% | -28.9% | -18.2% |
| 6M | -23.3% | +15.8% | -39.1% | -25.4% |
| YTD | -12.4% | +13.9% | -26.3% | -14.9% |
| 1Y | +0.5% | +19.0% | -18.6% | -3.1% |
| 3Y | +220.5% | +33.7% | +186.8% | +199.5% |
| 5Y | +124.7% | +173.4% | -48.7% | +78.9% |
| All | +233.2% | +322.9% | -89.7% | +206.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling