+215.1%
GDXJ vs ACM
+134.0%
+81.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +0.8% |
| 7D | -2.8% | -4.6% | +1.8% | -1.6% |
| 30D | +5.0% | +4.1% | +0.9% | +3.7% |
| 3M | +24.1% | -8.3% | +32.4% | +26.1% |
| 6M | -7.4% | -30.1% | +22.7% | +1.0% |
| YTD | +10.2% | -32.6% | +42.8% | +21.2% |
| 1Y | +42.5% | -49.6% | +92.1% | +68.8% |
| 3Y | +285.7% | -23.0% | +308.8% | +304.8% |
| 5Y | +231.9% | +2.0% | +229.9% | +225.9% |
| All | +215.1% | +134.0% | +81.1% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling