+107.8%
GDXJ vs AFRM
-27.6%
+135.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.9% | -1.7% | -4.4% |
| 7D | -4.9% | -5.5% | +0.6% | -4.5% |
| 30D | -10.0% | -15.5% | +5.5% | -8.6% |
| 3M | -16.6% | -10.3% | -6.3% | -15.9% |
| 6M | -23.3% | +0.6% | -23.9% | -23.3% |
| YTD | -12.4% | -11.5% | -0.9% | -12.0% |
| 1Y | +0.5% | -16.6% | +17.1% | +1.3% |
| 3Y | +220.5% | +193.5% | +26.9% | +183.3% |
| 5Y | +124.7% | -55.8% | +180.5% | +100.6% |
| All | +107.8% | -27.6% | +135.4% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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