+281.7%
GDXJ vs AEM
+331.1%
-49.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -0.9% |
| 7D | -6.2% | -5.0% | -1.2% | -0.9% |
| 30D | +4.6% | +8.5% | -3.8% | -4.4% |
| 3M | +31.3% | +29.3% | +2.0% | -0.3% |
| 6M | -10.7% | -12.9% | +2.2% | +3.8% |
| YTD | +9.1% | +16.8% | -7.7% | -5.8% |
| 1Y | +44.1% | +29.8% | +14.3% | +12.0% |
| All | +281.7% | +331.1% | -49.4% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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