+233.7%
GDXJ vs ACGL
+332.0%
-98.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.9% | -6.1% |
| 7D | +11.8% | +1.3% | +10.5% | +11.6% |
| 30D | -7.1% | +14.2% | -21.3% | -9.1% |
| 3M | -10.5% | +11.1% | -21.6% | -12.1% |
| 6M | -15.5% | +16.4% | -31.9% | -17.9% |
| YTD | -6.6% | +13.8% | -20.4% | -9.1% |
| 1Y | +11.3% | +21.6% | -10.2% | +7.0% |
| 3Y | +242.0% | +33.5% | +208.4% | +219.8% |
| 5Y | +147.7% | +174.8% | -27.2% | +97.4% |
| 10Y | +233.7% | +330.4% | -96.7% | +253.5% |
| All | +233.7% | +332.0% | -98.3% | +253.5% |
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