+297.5%
GDXJ vs ACM
-22.3%
+319.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +2.2% |
| 7D | +0.9% | -3.7% | +4.6% | +2.0% |
| 30D | +8.8% | -12.7% | +21.5% | +12.9% |
| 3M | +29.8% | -9.8% | +39.6% | +33.0% |
| 6M | -5.8% | -31.4% | +25.6% | +5.9% |
| YTD | +13.6% | -32.1% | +45.7% | +28.2% |
| 1Y | +54.5% | -47.8% | +102.3% | +90.4% |
| All | +297.5% | -22.3% | +319.8% | +306.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling