+297.5%
GDXJ vs AG
+278.6%
+18.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.7% | +0.2% |
| 7D | +0.9% | -0.1% | +1.0% | +1.0% |
| 30D | +8.8% | +12.5% | -3.6% | +2.1% |
| 3M | +29.8% | +28.2% | +1.7% | +13.7% |
| 6M | -5.8% | -18.8% | +13.0% | +4.1% |
| YTD | +13.6% | +27.4% | -13.8% | 0.0% |
| 1Y | +54.5% | +132.2% | -77.7% | +0.7% |
| All | +297.5% | +278.6% | +18.9% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling