+154.2%
GDXJ vs ADVB
-88.8%
+243.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -1.2% |
| 7D | +4.3% | -14.0% | +18.3% | +4.3% |
| 30D | +8.4% | +41.0% | -32.5% | +8.2% |
| 3M | +25.5% | +127.9% | -102.4% | +23.9% |
| 6M | -6.3% | +101.3% | -107.7% | -8.0% |
| YTD | +12.1% | +53.8% | -41.7% | +10.3% |
| 1Y | +51.1% | +4.4% | +46.6% | +47.8% |
| All | +154.2% | -88.8% | +243.0% | +173.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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