+124.7%
GDXJ vs AG
+3.1%
+121.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.3% | +0.6% | -1.6% |
| 7D | -4.9% | -6.0% | +1.1% | -1.3% |
| 30D | -10.0% | -14.3% | +4.4% | -1.2% |
| 3M | -16.6% | -26.9% | +10.3% | +0.2% |
| 6M | -23.3% | -42.1% | +18.8% | +4.8% |
| YTD | -12.4% | -15.9% | +3.4% | -3.6% |
| 1Y | +0.5% | +11.5% | -11.0% | -5.8% |
| 3Y | +220.5% | +208.0% | +12.5% | +51.6% |
| 5Y | +124.7% | +2.4% | +122.3% | +89.1% |
| All | +124.7% | +3.1% | +121.6% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling