+44.1%
GDXJ vs AG
+119.5%
-75.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +0.9% | -0.8% |
| 7D | -6.2% | -5.8% | -0.4% | -2.5% |
| 30D | +4.6% | +6.4% | -1.7% | +0.5% |
| 3M | +31.3% | +28.4% | +2.9% | +12.1% |
| 6M | -10.7% | -24.5% | +13.8% | +3.6% |
| YTD | +9.1% | +21.2% | -12.1% | -1.9% |
| 1Y | +44.1% | +114.1% | -70.0% | +2.9% |
| All | +44.1% | +119.5% | -75.3% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling