+72.7%
GDXJ vs AFL
+677.1%
-604.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.7% | -3.9% |
| 7D | -6.2% | -3.3% | -2.9% | -5.3% |
| 30D | +4.6% | -5.0% | +9.6% | +6.1% |
| 3M | +31.3% | -1.8% | +33.0% | +31.4% |
| 6M | -10.7% | +4.8% | -15.5% | -12.6% |
| YTD | +9.1% | +5.4% | +3.6% | +6.2% |
| 1Y | +44.1% | +9.0% | +35.1% | +38.5% |
| 3Y | +285.4% | +63.0% | +222.4% | +220.9% |
| 5Y | +228.4% | +134.5% | +93.9% | +140.6% |
| 10Y | +226.5% | +298.6% | -72.1% | +87.7% |
| All | +72.7% | +677.1% | -604.4% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling