+38.6%
GDXJ vs ACM
+189.7%
-151.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.6% |
| 7D | -4.9% | +5.1% | -10.0% | -6.3% |
| 30D | -10.0% | +18.7% | -28.6% | -14.4% |
| 3M | -16.6% | +15.5% | -32.1% | -20.3% |
| 6M | -23.3% | +1.2% | -24.5% | -24.2% |
| YTD | -12.4% | -25.2% | +12.8% | -5.8% |
| 1Y | +0.5% | -46.3% | +46.8% | +18.8% |
| 3Y | +220.5% | -9.6% | +230.0% | +222.1% |
| 5Y | +124.7% | +4.4% | +120.3% | +115.9% |
| 10Y | +240.2% | +129.3% | +110.9% | +146.5% |
| All | +38.6% | +189.7% | -151.1% | -15.1% |
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