+220.4%
GDXJ vs ACHR
-42.8%
+263.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.8% |
| 7D | -2.8% | -2.3% | -0.5% | -2.6% |
| 30D | +5.0% | -11.3% | +16.2% | +6.1% |
| 3M | +24.1% | +5.3% | +18.8% | +22.5% |
| 6M | -7.4% | -13.2% | +5.9% | -6.7% |
| YTD | +10.2% | -25.8% | +36.0% | +12.5% |
| 1Y | +42.5% | -34.3% | +76.8% | +46.3% |
| 3Y | +285.7% | -19.9% | +305.7% | +263.4% |
| All | +220.4% | -42.8% | +263.2% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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