+300.7%
GDXJ vs ACGL
+32.6%
+268.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.5% |
| 7D | +0.2% | -0.7% | +0.9% | +0.2% |
| 30D | +17.9% | -1.0% | +18.9% | +17.9% |
| 3M | +15.3% | +11.0% | +4.3% | +14.6% |
| 6M | -9.4% | -0.3% | -9.1% | -9.4% |
| YTD | +13.4% | +2.3% | +11.1% | +12.9% |
| 1Y | +59.7% | +6.4% | +53.3% | +58.2% |
| All | +300.7% | +32.6% | +268.1% | +301.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling