+215.1%
GDXJ vs AFL
+303.3%
-88.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.9% |
| 7D | -2.8% | -1.6% | -1.2% | -2.4% |
| 30D | +5.0% | -4.0% | +9.0% | +5.9% |
| 3M | +24.1% | -0.5% | +24.6% | +23.8% |
| 6M | -7.4% | +6.5% | -13.9% | -9.5% |
| YTD | +10.2% | +6.2% | +4.0% | +7.5% |
| 1Y | +42.5% | +8.3% | +34.3% | +37.9% |
| 3Y | +285.7% | +62.5% | +223.2% | +228.8% |
| 5Y | +231.9% | +136.2% | +95.7% | +152.4% |
| All | +215.1% | +303.3% | -88.2% | +124.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling