+240.1%
GDXJ vs ACGL
+270.1%
-30.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +0.9% | -2.1% | +3.1% | +1.3% |
| 30D | +8.8% | -2.2% | +11.0% | +9.2% |
| 3M | +29.8% | +6.3% | +23.5% | +28.2% |
| 6M | -5.8% | +0.5% | -6.3% | -6.3% |
| YTD | +13.6% | +0.2% | +13.4% | +12.8% |
| 1Y | +54.5% | +7.3% | +47.2% | +51.2% |
| 3Y | +301.4% | +30.8% | +270.5% | +274.6% |
| 5Y | +236.3% | +155.8% | +80.6% | +170.9% |
| 10Y | +240.1% | +276.3% | -36.2% | +188.8% |
| All | +240.1% | +270.1% | -30.0% | +188.8% |
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