+228.1%
GDXJ vs ACGL
+158.6%
+69.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.9% |
| 7D | +4.3% | -2.9% | +7.2% | +4.7% |
| 30D | +8.4% | -2.8% | +11.2% | +8.8% |
| 3M | +25.5% | +6.8% | +18.7% | +24.0% |
| 6M | -6.3% | -1.5% | -4.8% | -6.4% |
| YTD | +12.1% | -0.2% | +12.3% | +11.4% |
| 1Y | +51.1% | +5.3% | +45.8% | +48.4% |
| 3Y | +296.1% | +30.3% | +265.8% | +268.6% |
| 5Y | +228.1% | +151.8% | +76.3% | +140.9% |
| All | +228.1% | +158.6% | +69.5% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling