+59.7%
GDXJ vs AFL
+11.7%
+48.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -3.1% |
| 7D | +0.2% | +0.6% | -0.4% | +0.5% |
| 30D | +17.9% | -6.2% | +24.0% | +13.4% |
| 3M | +15.3% | +2.2% | +13.1% | +16.5% |
| 6M | -9.4% | +5.3% | -14.7% | -8.4% |
| YTD | +13.4% | +8.0% | +5.5% | +16.0% |
| 1Y | +59.7% | +10.2% | +49.4% | +64.9% |
| All | +59.7% | +11.7% | +48.0% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling