+301.1%
GDXJ vs AFRM
+235.6%
+65.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.2% |
| 7D | +0.2% | -7.0% | +7.1% | +1.1% |
| 30D | +17.9% | -7.8% | +25.7% | +19.0% |
| 3M | +15.3% | +5.3% | +10.0% | +14.6% |
| 6M | -9.4% | +42.6% | -52.1% | -13.0% |
| YTD | +13.4% | -2.8% | +16.2% | +12.6% |
| 1Y | +59.7% | -19.3% | +79.0% | +60.4% |
| All | +301.1% | +235.6% | +65.5% | +216.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling