+79.5%
GDXJ vs ACGL
+1,227.2%
-1,147.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.1% |
| 7D | +0.2% | -0.7% | +0.9% | +0.3% |
| 30D | +17.9% | -1.0% | +18.9% | +18.0% |
| 3M | +15.3% | +11.0% | +4.3% | +12.3% |
| 6M | -9.4% | -0.3% | -9.1% | -9.8% |
| YTD | +13.4% | +2.3% | +11.1% | +12.0% |
| 1Y | +59.7% | +6.4% | +53.3% | +55.9% |
| 3Y | +283.6% | +34.0% | +249.6% | +250.2% |
| 5Y | +217.6% | +161.6% | +56.0% | +141.8% |
| 10Y | +225.7% | +278.6% | -52.9% | +115.4% |
| All | +79.5% | +1,227.2% | -1,147.6% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling