+236.3%
GDXJ vs ACM
+2.7%
+233.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +2.5% |
| 7D | +0.9% | -3.7% | +4.6% | +2.3% |
| 30D | +8.8% | -12.7% | +21.5% | +13.8% |
| 3M | +29.8% | -9.8% | +39.6% | +33.7% |
| 6M | -5.8% | -31.4% | +25.6% | +8.0% |
| YTD | +13.6% | -32.1% | +45.7% | +30.5% |
| 1Y | +54.5% | -47.8% | +102.3% | +97.4% |
| 3Y | +301.4% | -22.1% | +323.5% | +314.5% |
| 5Y | +236.3% | +1.8% | +234.5% | +213.2% |
| All | +236.3% | +2.7% | +233.6% | +213.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling