+98.6%
GDXJ vs ADVB
-95.9%
+194.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +42.7% | -47.4% | -4.4% |
| 7D | -4.9% | +74.2% | -79.1% | -4.7% |
| 30D | -10.0% | -35.9% | +25.9% | -9.8% |
| 3M | -16.6% | -56.4% | +39.8% | -16.7% |
| 6M | -23.3% | -36.7% | +13.4% | -24.2% |
| YTD | -12.4% | -43.3% | +30.9% | -13.8% |
| 1Y | +0.5% | -63.4% | +63.9% | -2.0% |
| All | +98.6% | -95.9% | +194.5% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling