+257.4%
GDXJ vs ACGL
+35.1%
+222.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.2% | +4.9% |
| 7D | +16.4% | -1.1% | +17.5% | +16.3% |
| 30D | -1.2% | +13.1% | -14.3% | -1.1% |
| 3M | -3.9% | +9.8% | -13.7% | -3.8% |
| 6M | -10.2% | +15.3% | -25.4% | -10.2% |
| YTD | -0.6% | +12.7% | -13.4% | -0.9% |
| 1Y | +24.3% | +20.7% | +3.6% | +22.9% |
| 3Y | +257.4% | +34.3% | +223.1% | +279.4% |
| All | +257.4% | +35.1% | +222.3% | +279.4% |
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