+135.9%
GDXJ vs AFRM
-25.2%
+161.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.1% | +4.9% |
| 7D | +16.4% | -7.5% | +23.9% | +17.2% |
| 30D | -1.2% | -15.7% | +14.5% | +0.3% |
| 3M | -3.9% | -9.6% | +5.7% | -3.1% |
| 6M | -10.2% | +6.3% | -16.4% | -10.6% |
| YTD | -0.6% | -8.6% | +8.0% | -0.4% |
| 1Y | +24.3% | -7.6% | +31.9% | +24.4% |
| 3Y | +257.4% | +173.7% | +83.8% | +217.0% |
| 5Y | +166.5% | -56.9% | +223.4% | +137.2% |
| All | +135.9% | -25.2% | +161.0% | +106.7% |
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