+169.2%
GDXJ vs AFRM
-20.4%
+189.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.3% |
| 7D | +0.2% | -7.0% | +7.1% | +0.8% |
| 30D | +17.9% | -7.8% | +25.7% | +18.6% |
| 3M | +15.3% | +5.3% | +10.0% | +14.8% |
| 6M | -9.4% | +42.6% | -52.1% | -12.0% |
| YTD | +13.4% | -2.8% | +16.2% | +13.1% |
| 1Y | +59.7% | -19.3% | +79.0% | +60.7% |
| 3Y | +283.6% | +231.0% | +52.6% | +234.5% |
| 5Y | +217.6% | -22.2% | +239.8% | +176.5% |
| All | +169.2% | -20.4% | +189.6% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling