+215.1%
GDXJ vs AG
+68.4%
+146.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +2.8% |
| 7D | -2.8% | -6.7% | +3.9% | +1.2% |
| 30D | +5.0% | +2.2% | +2.8% | +3.6% |
| 3M | +24.1% | +15.7% | +8.4% | +14.0% |
| 6M | -7.4% | -23.8% | +16.4% | +7.9% |
| YTD | +10.2% | +17.6% | -7.4% | -1.5% |
| 1Y | +42.5% | +88.6% | -46.1% | -5.1% |
| 3Y | +285.7% | +253.4% | +32.3% | +55.2% |
| 5Y | +231.9% | +62.4% | +169.4% | +99.1% |
| All | +215.1% | +68.4% | +146.7% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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