+79.5%
GDXJ vs ACM
+173.7%
-94.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +0.2% | -3.7% | +3.9% | +1.3% |
| 30D | +17.9% | -11.1% | +29.0% | +21.4% |
| 3M | +15.3% | -8.0% | +23.3% | +17.4% |
| 6M | -9.4% | -29.7% | +20.2% | -0.6% |
| YTD | +13.4% | -29.4% | +42.8% | +24.1% |
| 1Y | +59.7% | -46.4% | +106.1% | +89.0% |
| 3Y | +283.6% | -22.3% | +305.9% | +302.8% |
| 5Y | +217.6% | +4.5% | +213.1% | +205.0% |
| 10Y | +225.7% | +127.6% | +98.0% | +135.5% |
| All | +79.5% | +173.7% | -94.2% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling