+285.7%
GDXJ vs AFL
+63.5%
+222.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +1.0% |
| 7D | -2.8% | -1.6% | -1.2% | -2.8% |
| 30D | +5.0% | -4.0% | +9.0% | +5.0% |
| 3M | +24.1% | -0.5% | +24.6% | +23.5% |
| 6M | -7.4% | +6.5% | -13.9% | -8.8% |
| YTD | +10.2% | +6.2% | +4.0% | +8.2% |
| 1Y | +42.5% | +8.3% | +34.3% | +39.1% |
| 3Y | +285.7% | +62.5% | +223.2% | +244.9% |
| All | +285.7% | +63.5% | +222.2% | +244.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling